Semiparametric estimation of a class of generalized linear models without smoothing

DOI10.1016/J.JMVA.2014.04.025MaRDI QIDQ2252891zbMATH OpenOpenAlexFDO

Authors Alessio Sancetta

Publication date 24 July 2014

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

Full work available at URL https://doi.org/10.1016/j.jmva.2014.04.025

zbMATH Keywords

generalized linear modelsingle index modelexponential dispersion modelempirical cumulant generating function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 1668689 (Why is no real title available?)
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• Semiparametric Estimation of Index Coefficients
• The EFM approach for single-index models
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Cited in

(2)

• A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach
• Non- and semiparametric alternatives to generalized linear models

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