Profile Least Squares Estimators in the Monotone Single Index Model

DOI10.1007/978-3-030-73249-3_1MaRDI QIDQ5870985zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Direct estimation of the index coefficient in a single-index model
• Efficient estimation in single index models through smoothing splines
• Isotonic approximation in \(L_ s\).
• Least squares estimation in the monotone single index model
• Score estimation in the monotone single-index model
• The EFM approach for single-index models

Cited in

(4)

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

Describes a project that uses

Uses Software

• simest
• GitHub

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