Adaptive semiparametric estimation for single index models with jumps

DOI10.1016/J.CSDA.2020.107013MaRDI QIDQ830618zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

single index modelmodal regressionmodified EM algorithmrobust and efficient estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
• A robust and efficient estimation method for nonparametric models with jump points
• A robust and efficient estimation method for single index models
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Adaptive jump-preserving estimates in varying-coefficient models
• An Adaptive Estimation of Dimension Reduction Space
• Composite estimation for single-index models with responses subject to detection limits
• Consistent Estimation of Scaled Coefficients
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical likelihood for single-index models
• Estimation and empirical likelihood for single-index models with missing data in the covariates
• Estimation and test of jump discontinuities in varying coefficient models with empirical applications
• Estimation of the number of jumps of the jump regression functions
• Identifiability of single-index models and additive-index models
• Inference for single-index quantile regression models with profile optimization
• Jump detection in time series nonparametric regression models: a polynomial spline approach
• Jump-detection-based estimation in time-varying coefficient models and empirical applications
• Jump-preserving regression and smoothing using local linear fitting: a compromise
• Local modal regression
• Optimal smoothing in single-index models
• Semiparametric Estimation of Index Coefficients
• Simultaneous confidence band for single-index random effects models with longitudinal data
• Simultaneous confidence bands and hypothesis testing for single-index models
• Sliced Inverse Regression for Dimension Reduction
• Slicing regression: A link-free regression method

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