Estimation for a partial-linear single-index model

DOI10.1214/09-AOS712zbMath1181.62038arXiv0905.2042MaRDI QIDQ847637

Jane-Ling Wang, Yun Sam Chong, Li Xing Zhu, Liu Gen Xue

Publication date: 19 February 2010

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

Full work available at URL: https://arxiv.org/abs/0905.2042

zbMATH Keywords

bandwidthdimension reductionlocal linear smoothingtwo-stage estimationkernel smoother

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)

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Uses Software

• SemiPar

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