Score estimation of monotone partially linear index model

DOI10.1080/10485252.2020.1834105MaRDI QIDQ4988813zbMATH OpenOpenAlexFDO

Authors Mengshan Xu, Taisuke Otsu

Publication date 19 May 2021

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL http://eprints.lse.ac.uk/106698/1/Score.pdf

zbMATH Keywords

bootstrapisotonic regressionpartially linear single index model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Score estimation in the monotone single-index model
• Estimation for a partial-linear single-index model
• Rank estimators for monotonic index models
• Efficient estimation for generalized partially linear single-index models
• Estimating a monotonic link function in single-index models

Cites work

• A note on estimating a partly linear model under monotonicity constraints
• Asymptotic Statistics
• Current status linear regression
• Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
• Estimation for a partial-linear single-index model
• Generalized Partially Linear Single-Index Models
• Least squares estimation in the monotone single index model
• Nonparametric estimation under shape constraints. Estimators, algorithms and asymptotics
• On extended partially linear single-index models
• On partial linear additive isotonic regression
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Score estimation in the monotone single-index model
• Semi-parametric estimation of partially linear single-index models
• Semiparametric additive isotonic regression
• The nonparametric bootstrap for the current status model
• Weak convergence and empirical processes. With applications to statistics

Cited in

(9)

• Rank estimators for monotonic index models
• Least squares estimation in the monotone single index model
• Bias-corrected smoothed score function for single-index models
• Estimating a monotonic link function in single-index models
• Score estimation in the monotone single-index model
• Semiparametric Regression Models with Applications to Scoring: A Review
• On the population least‐squares criterion in the monotone single index model
• Partially linear single-index beta regression model and score test
• GLS under monotone heteroskedasticity

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Uses Software

• curstatCI

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