Semiparametric jump-preserving estimation for single-index models

DOI10.1080/10485252.2018.1444164MaRDI QIDQ5375947zbMATH OpenOpenAlexFDO

Authors Guoxiang Liu, Mengmeng Wang, Jinguan Lin, Xiuli Du, Qi-Bing Gao

Publication date 17 September 2018

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2018.1444164

zbMATH Keywords

jump-preserving techniquelocal linear kernel estimationminimum average variance estimationsingle-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A constructive approach to the estimation of dimension reduction directions
• A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
• Adaptive jump-preserving estimates in varying-coefficient models
• An Adaptive Estimation of Dimension Reduction Space
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Estimation of the number of jumps of the jump regression functions
• Estimator of a change point in single index models
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• scientific article; zbMATH DE number 469335 (Why is no real title available?)
• scientific article; zbMATH DE number 10785 (Why is no real title available?)
• Image Processing and Jump Regression Analysis
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Jump detection in time series nonparametric regression models: a polynomial spline approach
• Jump information criterion for statistical inference in estimating discontinuous curves
• Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function
• Jump-preserving regression and smoothing using local linear fitting: a compromise
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Sliced Inverse Regression for Dimension Reduction

Cited in

(5)

• Semiparametric jump-detection-based estimation for single-index models with jumps
• Jump detection in single-index models with measurement error
• Jump-preserving profiled local linear estimation for partial linear models
• Jump-preserving estimation for the discontinuous link function in a single-index multiplicative model
• Adaptive semiparametric estimation for single index models with jumps

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