simest

MaRDI QIDQ33008swMATHCRANFDO

Authors Arun Kumar Kuchibhotla, Rohit Kumar Patra

Last update 3 December 2025

Copyright license GNU General Public License, version 2.0

Software version identifier 0.4, PACKAGES.rds, 0.1, 0.2, 0.3, 0.4-1-1

Official website https://cran.r-project.org/web/packages/simest/index.html

Source code repository https://github.com/cran/simest

Description

Estimation of function and index vector in single index model ('sim') with (and w/o) shape constraints including different smoothness conditions. See, e.g., Kuchibhotla and Patra (2020) <doi:10.3150/19-BEJ1183>.

Cites work

• Efficient estimation in single index models through smoothing splines

Cited in

(18)

• Shape constraints in economics and operations research
• Nonparametric shape-restricted regression
• EDR
• Estimating multi-index models with response-conditional least squares
• Adaptive estimation in symmetric location model under log-concavity constraint
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
• Convergence guarantee for the sparse monotone single index model
• Estimating covariance and precision matrices along subspaces
• Efficient estimation in single index models through smoothing splines
• Inference for the mode of a log-concave density
• PredictiveRegression
• scar
• beyondWhittle
• evgam
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
• Score estimation in the monotone single-index model
• Profile Least Squares Estimators in the Monotone Single Index Model
• vaccine

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