Separation of linear and index covariates in partially linear single-index models

DOI10.1016/J.JMVA.2015.08.017MaRDI QIDQ900792zbMATH OpenOpenAlexFDO

Authors Heng Lian, Hua Liang

Publication date 23 December 2015

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2015.08.017

zbMATH Keywords

estimating equationsingle-index modelstructure identificationidentifiability constraint

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Recommendations

• Semi-parametric estimation of partially linear single-index models
• Estimation for a partial-linear single-index model
• Statistical inferences for partially linear single-index models with error-prone linear covariates
• Semiparametric inference on partially linear single-index model
• Estimation and testing for partially linear single-index models
• Estimation and variable selection in partial linear single index models with error-prone linear covariates
• Estimation and variable selection for generalised partially linear single-index models
• Variable selection of partially linear single-index models
• Statistical estimation in partially linear single-index models with error-prone linear covariates
• Can Tests for Jumps be Viewed as Tests for Clusters?

Cites work

• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Multiple-Index Model and Dimension Reduction
• A Statistical View of Some Chemometrics Regression Tools
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Estimation and testing for partially linear single-index models
• Estimation for a partial-linear single-index model
• Generalized Partially Linear Single-Index Models
• Identifiability of single-index models and additive-index models
• Linear or nonlinear? Automatic structure discovery for partially linear models
• Nearly unbiased variable selection under minimax concave penalty
• On extended partially linear single-index models
• Optimal smoothing in single-index models
• Partial Least Squares Estimator for Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semi-parametric estimation of partially linear single-index models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• The Adaptive Lasso and Its Oracle Properties
• The EFM approach for single-index models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(11)

• Nonlinear regression models with single‐index heteroscedasticity
• A constrained single‐index regression for estimating interactions between a treatment and covariates
• Multi-Trek Separation in Linear Structural Equation Models
• Asymptotics of the Non‐parametric Function for B‐splines‐based Estimation in Partially Linear Models
• Estimation and hypothesis test for partial linear single-index multiplicative models
• Estimation of the error distribution function for partial linear single-index models
• Estimation and variable selection for partial linear single-index distortion measurement errors models
• High-dimensional Varying Index Coefficient Quantile Regression Model
• Estimation and hypothesis test for single-index multiplicative models
• Single-index relative error regression models
• Shrinkage estimation for identification of linear components in composite quantile additive models

This page was built for publication: Separation of linear and index covariates in partially linear single-index models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q900792)