Estimation for single-index and partially linear single-index integrated models

DOI10.1214/15-AOS1372zbMath1331.62190arXiv1601.06003MaRDI QIDQ5963528

Dag Tjøstheim, Chaohua Dong, J. T. Gao

Publication date: 22 February 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.06003

zbMATH Keywords

a trio of convergence ratesdual convergence ratesintegrated time seriesorthogonal series expansionpartially linear single-index modelssingle-index models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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