Profile Least Squares Estimators in the Monotone Single Index Model

DOI10.1007/978-3-030-73249-3_1OpenAlexW3000148406MaRDI QIDQ5870985FDOQ5870985

Authors: Fadoua Balabdaoui, Piet Groeneboom 

Publication date: 24 January 2023

Published in: Advances in Contemporary Statistics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.05454

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Direct estimation of the index coefficient in a single-index model
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• The EFM approach for single-index models
• Least squares estimation in the monotone single index model
• Isotonic approximation in \(L_ s\).
• Score estimation in the monotone single-index model
• Efficient estimation in single index models through smoothing splines

Cited In (3)

• Single-index mixture cure model under monotonicity constraints
• GLS under monotone heteroskedasticity
• Estimation and convergence rates in the distributional single index model

Uses Software

• simest
• GitHub

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