On the efficiency of estimation for a single-index model

MaRDI QIDQ5310571zbMATH OpenFDO

Authors Yingcun Xia, Howell Tong

Publication date 11 October 2007

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Nonparametric estimation (62G05)

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Cited in

(9)

• Efficient estimation in conditional single-index regression
• Direct estimation of the index coefficient in a single-index model
• Semiparametric versus nonparametric estimation in single index regression model: a computational approach
• Optimal rates and adaptation in the single-index model using aggregation
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
• Efficient estimation in heteroscedastic single-index models
• The EFM approach for single-index models
• On an asymptotically more efficient estimation of the single-index model

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