Efficient empirical-likelihood-based inferences for the single-index model

DOI10.1016/J.JMVA.2011.01.011zbMATH Open1210.62035OpenAlexW1971593780MaRDI QIDQ716173FDOQ716173

Authors: Zhensheng Huang, Riquan Zhang 

Publication date: 19 April 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.011

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zbMATH Keywords

confidence intervallink functionsingle-index modelprofile empirical likelihoodsingle parameter

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Empirical likelihood ratio confidence regions
• Optimal smoothing in single-index models
• Semi-parametric estimation of partially linear single-index models
• Title not available (Why is that?)
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Nonparametric checks for single-index models
• Empirical likelihood ratio confidence intervals for a single functional
• Title not available (Why is that?)
• An Adaptive Estimation of Dimension Reduction Space
• Estimation for a partial-linear single-index model
• Methodology and Algorithms of Empirical Likelihood
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• On extended partially linear single-index models
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• On an asymptotically more efficient estimation of the single-index model
• Empirical likelihood for single-index models
• Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model
• Testing serial correlation for partially nonlinear models
• Comparing empirical likelihood and bootstrap hypothesis tests

Cited In (14)

• Multi-index regression models with missing covariates at random
• Profile empirical-likelihood inferences for the single-index-coefficient regression model
• The EFM approach for single-index models
• Title not available (Why is that?)
• Beran-based approach for single-index models under censoring
• Empirical likelihood confidence regions in the single-index model with growing dimensions
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood
• Detecting difference between coefficients in linear model using jackknife empirical likelihood
• Adaptive profile-empirical-likelihood inferences for generalized single-index models
• On an asymptotically more efficient estimation of the single-index model
• Efficient estimation in conditional single-index regression
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
• Estimation for partially varying-coefficient single-index models with distorted measurement errors

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