A short note on fitting a single-index model with massive data

DOI10.1080/24754269.2022.2135807OpenAlexW4306878927MaRDI QIDQ5880191FDOQ5880191

Authors: Rong Jiang, Yexun Peng 

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2022.2135807

zbMATH Keywords

single-index modeldivide-and-conquer methodmassive dataset

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• An Adaptive Estimation of Dimension Reduction Space
• Single-index quantile regression
• Weighted composite quantile regression for single-index models
• On semiparametric \(M\)-estimation in single-index regression
• Estimation for a partial-linear single-index model
• Two step composite quantile regression for single-index models
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• A split-and-conquer approach for analysis of
• Aggregated estimating equation estimation
• Single index quantile regression for heteroscedastic data
• Composite estimation for single-index models with responses subject to detection limits
• Communication-efficient distributed statistical inference
• Quantile regression under memory constraint
• Composite quasi-likelihood for single-index models with massive datasets

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