Semiparametric single index versus fixed link function modelling

DOI10.1214/AOS/1034276627MaRDI QIDQ1355177zbMATH OpenOpenAlexFDO

Authors Wolfgang K. Härdle, V. G. Spokoiny, Stefan Sperlich

Publication date 9 September 1997

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1034276627

zbMATH Keywords

nonparametric regressionpower functiondiscrete choice modelsparametric hypothesisrate-optimalsemiparametric alternativesingle index modelling

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Multivariate analysis (62H99) Applications of statistics to economics (62P20)

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• Adaptive hypothesis testing using wavelets
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Comparing nonparametric versus parametric regression fits
• Convergence rates for partially splined models
• Minimax nonparametric detection of signals in white Gaussian noise
• On projection pursuit regression
• Optimal smoothing in single-index models
• Projection pursuit
• Quasi-likelihood Estimation in Semiparametric Models
• Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting

Cited in

(13)

• A note on variable selection in nonparametric regression with dependent data
• On the link between credibility and frequency premium
• Semiparametric Regression Models with Applications to Scoring: A Review
• Semiparametric estimation of the link function in binary-choice single-index models
• Editorial to the special issue on applicable semiparametrics of computational statistics
• Behaviour of the monotone single index model under repeated measurements
• TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
• Integration and backfitting methods in additive models -- finite sample properties and comparison
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• Testing binary parametric models against their semiparametric alternatives using commands written in version 4.8 of the XploRe package
• Semiparametric single-index model for estimating optimal individualized treatment strategy
• Bias corrections in testing and estimating semiparametric, single index models
• Testing the link when the index is semiparametric -- a comparative study

Describes a project that uses

Uses Software

• XploRe

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