The EFM approach for single-index models

DOI10.1214/10-AOS871zbMath1221.62062arXiv1211.5220OpenAlexW2077083909MaRDI QIDQ638808

Wolfgang Karl Härdle, Xia Cui, Li Xing Zhu

Publication date: 14 September 2011

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

Full work available at URL: https://arxiv.org/abs/1211.5220

zbMATH Keywords

iterationasymptotic propertiesestimating equationsindex coefficients

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

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