Adaptive semiparametric estimation for single index models with jumps
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Publication:830618
DOI10.1016/J.CSDA.2020.107013OpenAlexW3028313234MaRDI QIDQ830618FDOQ830618
Authors: Zhong-Cheng Han, Yanyong Zhao, Jinguan Lin
Publication date: 7 May 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2020.107013
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Cites Work
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- Identifiability of single-index models and additive-index models
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- Estimation and empirical likelihood for single-index models with missing data in the covariates
- Jump-preserving regression and smoothing using local linear fitting: a compromise
- Local modal regression
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
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- Estimation of the number of jumps of the jump regression functions
- Adaptive jump-preserving estimates in varying-coefficient models
- Inference for single-index quantile regression models with profile optimization
- A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
- Empirical likelihood for single-index models
- Simultaneous confidence bands and hypothesis testing for single-index models
- A robust and efficient estimation method for nonparametric models with jump points
- Jump detection in time series nonparametric regression models: a polynomial spline approach
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Simultaneous confidence band for single-index random effects models with longitudinal data
- Composite estimation for single-index models with responses subject to detection limits
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