Adaptive confidence region for the direction in semiparametric regressions

DOI10.1016/J.JMVA.2010.02.002zbMATH Open1186.62052OpenAlexW1970456334MaRDI QIDQ968488FDOQ968488

Authors: Gaorong Li, Li-Ping Zhu, Li-Xing Zhu 

Publication date: 5 May 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.02.002

Recommendations

• Confidence regions in semilinear regression
• Adaptive confidence intervals for regression functions under shape constraints
• Adaptive confidence sets in shape restricted regression
• Adaptive confidence bands in the nonparametric fixed design regression model
• Empirical likelihood confidence regions of the parameters in nonlinear semiparametric regression models
• Adaptive Confidence Bands for Nonparametric Regression Functions
• Corrected confidence intervals for adaptive nonlinear regression models
• Adaptive parametric test in a semiparametric regression model

zbMATH Keywords

empirical likelihoodsingle-index modelsconfidence regioninverse regressionsemiparametric regressions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Empirical likelihood confidence intervals for nonparametric density estimation
• Empirical likelihood ratio confidence regions
• Optimal smoothing in single-index models
• Sliced Inverse Regression for Dimension Reduction
• Title not available (Why is that?)
• Comment
• On almost linearity of low dimensional projections from high dimensional data
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Empirical likelihood and general estimating equations
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Empirical likelihood ratio confidence intervals for a single functional
• An Adaptive Estimation of Dimension Reduction Space
• Convergence of stochastic processes
• Regression analysis under link violation
• Title not available (Why is that?)
• Empirical likelihood-based inference in linear errors-in-covariables models with validation data
• Sufficient Dimension Reduction via Inverse Regression
• Asymptotics of graphical projection pursuit
• Title not available (Why is that?)
• Methodology and Algorithms of Empirical Likelihood
• Effects of data dimension on empirical likelihood
• Title not available (Why is that?)
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors
• On distribution-weighted partial least squares with diverging number of highly correlated predictors
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Single-index model selections
• Empirical likelihood for single-index models
• Title not available (Why is that?)
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Title not available (Why is that?)
• Tobit model estimation and sliced inverse regression

Cited In (1)

• On post dimension reduction statistical inference

This page was built for publication: Adaptive confidence region for the direction in semiparametric regressions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q968488)