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

DOI10.1016/j.jmva.2015.08.017zbMath1328.62247OpenAlexW1627948438MaRDI QIDQ900792

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)

Related Items (10)

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

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