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

DOI10.1007/s11222-012-9322-zzbMath1325.62131OpenAlexW2074722729MaRDI QIDQ892422

Ri-quan Zhang, Zhen-Sheng Huang

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

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

Cites Work

• Empirical likelihood ratio confidence regions
• Estimation for a partial-linear single-index model
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Statistical estimation in varying coefficient models
• Optimal smoothing in single-index models
• Empirical likelihood for single-index models
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical likelihood ratio confidence intervals for a single functional
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• On Single-Index Coefficient Regression Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Adaptive Varying-Coefficient Linear Models
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
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