Profile empirical-likelihood inferences for the single-index-coefficient regression model

DOI10.1007/S11222-012-9322-ZMaRDI QIDQ892422zbMATH OpenOpenAlexFDO

Authors Zhensheng Huang, Riquan Zhang

Publication date 19 November 2015

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-012-9322-z

zbMATH Keywords

confidence intervalsingle-index-coefficient regression modelprofile empirical likelihoodsingle parameterMELE

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25)

Recommendations

• Empirical likelihood for single-index varying-coefficient models
• Empirical likelihood for single-index models
• Efficient empirical-likelihood-based inferences for the single-index model
• Empirical likelihood inference for the parameters in varying-coefficient single-index models
• Empirical likelihood for the varying-coefficient single-index model

Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 1347886 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• Adaptive Varying-Coefficient Linear Models
• Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index 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
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Generalized Partially Linear Single-Index Models
• On Single-Index Coefficient Regression Models
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Statistical estimation in varying coefficient models

Cited in

(16)

• Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial
• Efficient estimation for the heteroscedastic single-index varying coefficient models
• Statistical inference for a single-index varying coefficient model with measurement errors in all covariates
• Model identification and selection for single-index varying-coefficient models
• High-dimensional varying index coefficient models via Stein's identity
• Quantile regression and variable selection of single-index coefficient model
• Semiparametric estimation of the single-index varying-coefficient model
• Empirical likelihood and estimation in single-index varying-coefficient models with censored data
• Efficient empirical-likelihood-based inferences for the single-index model
• A robust and efficient estimation method for single-index varying-coefficient models
• Estimation for a partially linear single-index varying-coefficient model
• Robust estimation for varying index coefficient models
• Single-index varying-coefficient models with missing covariates at random
• Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part
• Generalized varying index coefficient models
• Two step estimations for a single-index varying-coefficient model with longitudinal data

This page was built for publication: Profile empirical-likelihood inferences for the single-index-coefficient regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q892422)