Estimation and testing for partially linear single-index models

From MaRDI portal

Publication:95718

Jump to:navigation, search

DOI10.1214/10-aos835zbMath1204.62068arXiv1211.3509OpenAlexW2093738981WikidataQ42127945 ScholiaQ42127945MaRDI QIDQ95718

Runze Li, Xiang Liu, Chih-Ling Tsai, Hua Liang, Xiang Liu, Hua Liang, Run-Ze Li, Chih-Ling Tsai

Publication date: 1 December 2010

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

Full work available at URL: https://arxiv.org/abs/1211.3509

zbMATH Keywords

hypothesis testing efficiency nonparametric regression profile likelihood local linear regression SCAD

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items

Variable selection of partially linear varying coefficient spatial autoregressive model, Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model, Sparse Single Index Models for Multivariate Responses, Statistical estimation for a partially linear single-index model with errors in all variables, Estimation and variable selection for a class of quantile regression models with multiple index, Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system, Detection of marginal heteroscedasticity for partial linear single-index models, Multi-response based personalized treatment selection with data from crossover designs for multiple treatments, Partial index additive models with additive distortion measurement errors, Single-index relative error regression models, Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline, Estimation of the error distribution function for partial linear single-index models, Statistical inference for the partially linear single-index model of panel data with serially correlated error structure, Partially linear single-index model in the presence of measurement error, Asymptotics of the Non‐parametric Function for B‐splines‐based Estimation in Partially Linear Models, Fast and efficient algorithms for sparse semiparametric bifunctional regression, Inferences for extended partially linear single-index models, Uniformly valid inference for partially linear high-dimensional single-index models, Partial linear additive distortion measurement errors models, Estimation of correlation coefficient with general distortion measurement errors, Statistical inference on restricted partial linear regression models with partial distortion measurement errors, Semiparametric time series regression modeling with a diverging number of parameters, Estimation and testing for panel data partially linear single-index models with errors correlated in space and time, Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension, Penalized time-varying model averaging, A Novel Estimation Method in Generalized Single Index Models, Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach, Single index Fréchet regression, Nonlinear regression models with single‐index heteroscedasticity, Model checking for multiplicative linear regression models with mixed estimators, Corporate Probability of Default: A Single-Index Hazard Model Approach, Robust variable selection for the varying index coefficient models, Estimation and variable selection for generalised partially linear single-index models, Estimation for single-index and partially linear single-index integrated models, Variable selection and estimation for partially linear single-index models with longitudinal data, Unnamed Item, Detection of the symmetry of model errors for partial linear single-index models, Testing the significance of index parameters in varying-coefficient single-index models, A new minimum contrast approach for inference in single-index models, Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model, Quantile regression for single-index-coefficient regression models, Logarithmic calibration for partial linear models with multiplicative distortion measurement errors, Projection pursuit multi-index (PPMI) models, Dimension reduction based on conditional multiple index density function, Estimation in linear regression models with measurement errors subject to single-indexed distortion, Iterative GMM for partially linear single-index models with partly endogenous regressors, On relaxing the distributional assumption of stochastic frontier models, Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators, Confidence intervals for high-dimensional partially linear single-index models, Inference for single-index quantile regression models with profile optimization, Bayesian analysis of partially linear, single-index, spatial autoregressive models, Parameter estimation for a generalized semiparametric model with repeated measurements, Model structure selection in single-index-coefficient regression models, Profile Estimation for Partial Functional Partially Linear Single-Index Model, Estimation and hypothesis test on partial linear models with additive distortion measurement errors, Statistical inference on asymptotic properties of two estimators for the partially linear single-index models, Single-index composite quantile regression for ultra-high-dimensional data, Estimation and variable selection for proportional response data with partially linear single-index models, Robust and efficient direction identification for groupwise additive multiple-index models and its applications, Estimation and testing for time-varying quantile single-index models with longitudinal data, Time-varying quantile single-index model for multivariate responses, Sufficient dimension reduction in the presence of controlling variables, An updated review of goodness-of-fit tests for regression models, Multivariate partially linear single-index models: Bayesian analysis, Estimation and variable selection in partial linear single index models with error-prone linear covariates, GEE analysis for longitudinal single-index quantile regression, Penalized profiled semiparametric estimating functions, Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables, Estimation and variable selection for quantile partially linear single-index models, Quadratic inference functions for partially linear single-index models with longitudinal data, Estimation and hypothesis test for partial linear single-index multiplicative models, Model averaging procedure for partially linear single-index models, Functional index coefficient models with variable selection, Partial linear single index models with distortion measurement errors, Bayesian quantile regression for single-index models, Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data, Efficient estimation for marginal generalized partially linear single-index models with longitudinal data, Bi-level feature selection in high dimensional AFT models with applications to a genomic study, Separation of linear and index covariates in partially linear single-index models, Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates, Analysis of Double Single Index Models, Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables, Single-index composite quantile regression for massive data, Partial linear single-index models with additive distortion measurement errors, Shrinkage estimation of partially linear single-index models, A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates, Multiplicative regression models with distortion measurement errors, Adaptive estimation in the single-index model via oracle approach, Nonlinear models with measurement errors subject to single-indexed distortion, Simultaneous confidence band for single-index random effects models with longitudinal data, M-estimators for single-index model using B-spline, Semiparametric nonlinear regression for detecting gene and environment interactions, Semiparametric efficient estimation for partially linear single-index models with responses missing at random, Integrated conditional moment test for partially linear single index models incorporating dimension-reduction, Efficient estimation in partially linear single‐index models for longitudinal data, The adaptive L1-penalized LAD regression for partially linear single-index models, Exploring the constant coefficient of a single-index variation, Adaptive testing for the partially linear single-index model with error-prone linear covariates, Statistical inference on partial linear additive models with distortion measurement errors, Partially varying coefficient single-index additive hazard models, Spline-based quasi-likelihood estimation of mixed Poisson regression with single-index models, Generalized partial linear varying multi-index coefficient model for gene-environment interactions, Partially linear single index models for repeated measurements, Estimation for biased partial linear single index models, Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models, Penalised spline estimation for generalised partially linear single-index models, Variable selection for the partial linear single-index model, A robust and efficient estimation and variable selection method for partially linear single-index models, PLSiMCpp, Estimation and hypothesis test for single-index multiplicative models, Generalized Analysis-of-variance-type Test for the Single-index Quantile Model, Statistical inference for linear regression models with additive distortion measurement errors, A constructive hypothesis test for the single-index models with two groups, A generalized partially linear framework for variance functions, Partial linear models with general distortion measurement errors, Estimation and hypothesis test for partial linear multiplicative models, Semiparametric GEE analysis in partially linear single-index models for longitudinal data, Two step composite quantile regression for single-index models, Analysis of panel data partially linear single-index models with serially correlated errors, Inverse probability weighted estimators for single-index models with missing covariates, Estimation for Partially Linear Single-index Instrumental Variables Models, Estimation and variable selection for partial linear single-index distortion measurement errors models, Inferences with generalized partially linear single-index models for longitudinal data, Quantile regression and variable selection for partially linear single-index models with missing censoring indicators, Quantile regression of partially linear single-index model with missing observations, Wilks' theorem for semiparametric regressions with weakly dependent data, Estimation for partially varying-coefficient single-index models with distorted measurement errors, SIMEX estimation for single-index model with covariate measurement error, Variable selection for covariate adjusted regression model, Variable selection and estimation for semi-parametric multiple-index models, Spline estimation and variable selection for single-index prediction models with diverging number of index parameters, Estimating the conditional single-index error distribution with a partial linear mean regression, Simultaneous confidence bands and global inferences for extended partially linear single-index models, Quantile regression and variable selection of partial linear single-index model, Single-index composite quantile regression with heteroscedasticity and general error distributions, New estimation for heteroscedastic single-index measurement error models

Cites Work

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:95718&oldid=12513876"