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

DOI10.1016/J.JMVA.2011.01.011MaRDI QIDQ716173zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Adaptive profile-empirical-likelihood inferences for generalized single-index models
• Empirical likelihood for single-index models
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood
• Profile empirical-likelihood inferences for the single-index-coefficient regression model
• Empirical likelihood for single-index varying-coefficient models

Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 2148864 (Why is no real title available?)
• An Adaptive Estimation of Dimension Reduction Space
• Comparing empirical likelihood and bootstrap hypothesis tests
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical Likelihood for Partially Linear Single-Index Errors-in-Variables Model
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Empirical likelihood for single-index models
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Estimation for a partial-linear single-index model
• Generalized Partially Linear Single-Index Models
• Methodology and Algorithms of Empirical Likelihood
• Nonparametric checks for single-index models
• On an asymptotically more efficient estimation of the single-index model
• On extended partially linear single-index models
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semi-parametric estimation of partially linear single-index models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Testing serial correlation for partially nonlinear models

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
• Beran-based approach for single-index models under censoring
• scientific article; zbMATH DE number 6500488 (Why is no real title available?)
• 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

This page was built for publication: Efficient empirical-likelihood-based inferences for the single-index model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q716173)