On an asymptotically more efficient estimation of the single-index model

DOI10.1016/J.JMVA.2010.02.005MaRDI QIDQ979243zbMATH OpenOpenAlexFDO

Authors Ziqing Chang, Liugen Xue, Li-Xing Zhu

Publication date 25 June 2010

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

Full work available at URL https://doi.org/10.1016/j.jmva.2010.02.005

zbMATH Keywords

single-index modelleast squares estimationasymptotical efficiency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3822936 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• An Adaptive Estimation of Dimension Reduction Space
• Approximating conditional distribution functions using dimension reduction
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Empirical likelihood for single-index models
• Estimation for a partial-linear single-index model
• Generalized Partially Linear Single-Index Models
• On projection pursuit regression
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Quasi-Likelihood Regression with Unknown Link and Variance Functions
• Semi-parametric estimation of partially linear single-index models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models

Cited in

(32)

• Multi-index regression models with missing covariates at random
• On the efficiency of estimation for a single-index model
• Generalized varying index coefficient models
• Efficient estimation in heteroscedastic single-index models
• SIMEX estimation for single-index model with covariate measurement error
• A robust and efficient estimation method for single-index varying-coefficient models
• Statistical inference for a single-index varying-coefficient model
• Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
• The EFM approach for single-index models
• Empirical likelihood inference in partially linear single-index models with endogenous covariates
• Inverse probability weighted estimators for single-index models with missing covariates
• Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature
• Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
• A relative error estimation approach for multiplicative single index model
• Correction: Estimation for a partial-linear single-index model
• Robust estimation for varying index coefficient models
• A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
• Empirical likelihood for single-index models with responses missing at random
• Robust nonparametric derivative estimator
• Single index Fréchet regression
• An extended single-index model with missing response at random
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Efficient empirical-likelihood-based inferences for the single-index model
• Efficient estimation in single index models through smoothing splines
• Optimal rates and adaptation in the single-index model using aggregation
• Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors
• Efficient estimation in conditional single-index regression
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
• Estimation for partially varying-coefficient single-index models with distorted measurement errors
• Estimation for Partially Linear Single-index Instrumental Variables Models
• Statistical inference on seemingly unrelated single-index regression models
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters

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