On an asymptotically more efficient estimation of the single-index model
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Publication:979243
DOI10.1016/J.JMVA.2010.02.005zbMATH Open1190.62082OpenAlexW2014412990MaRDI QIDQ979243FDOQ979243
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
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
Cites Work
- Optimal smoothing in single-index models
- Semi-parametric estimation of partially linear single-index models
- Title not available (Why is that?)
- Generalized Partially Linear Single-Index Models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- An Adaptive Estimation of Dimension Reduction Space
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- Estimation for a partial-linear single-index model
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Title not available (Why is that?)
- On projection pursuit regression
- Approximating conditional distribution functions using dimension reduction
- Empirical likelihood for single-index models
- Quasi-Likelihood Regression with Unknown Link and Variance Functions
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
- Empirical likelihood inference in partially linear single-index models with endogenous covariates
- The EFM approach for single-index models
- Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature
- Inverse probability weighted estimators for single-index models with missing covariates
- 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 nonparametric derivative estimator
- Empirical likelihood for single-index models with responses missing at random
- Robust estimation for varying index coefficient models
- A note on least squares sensitivity in single-index model estimation and the benefits of response transformations
- 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 estimation in single index models through smoothing splines
- Efficient empirical-likelihood-based inferences for the single-index model
- 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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