Simultaneous semiparametric inference for single-index models

DOI10.3150/24-BEJ1834MaRDI QIDQ6896808zbMATH OpenFDO

Authors Jiajun Tang, Holger Dette

Publication date 21 November 2025

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bernoulli/volume-31/issue-4/Simultaneous-semiparametric-inference-for-single-index-models/10.3150/24-BEJ1834.full

zbMATH Keywords

Bahadur representationM-estimationreproducing kernel Hilbert spacemultiplier bootstrapsingle-index modelsemiparametric regressionefficient estimatorsrelevant hypothesesjoint estimating equation

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric inference (62Gxx) Linear inference, regression (62Jxx)

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