Smoothing spline estimation for partially linear single-index models

DOI10.1080/03610918.2010.526735MaRDI QIDQ3072424zbMATH OpenOpenAlexFDO

Authors Heung Wong, Riquan Zhang, Shengtong Han, Bartholomew Leung

Publication date 3 February 2011

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2010.526735

zbMATH Keywords

average derivative estimatepartially linear single-index modelssmoothing spline

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10)

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Cites work

• Consistent Estimation of Scaled Coefficients
• Direct estimation of the index coefficient in a single-index model
• Exploring Regression Structure Using Nonparametric Functional Estimation
• Generalized Partially Linear Single-Index Models
• How sensitive are average derivatives?
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semi-parametric estimation of partially linear single-index models
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Sliced Inverse Regression for Dimension Reduction

Cited in

(12)

• Estimation in partially linear models.
• Efficient estimation in single index models through smoothing splines
• Semi-parametric estimation of partially linear single-index models
• A comparative study of semiparametric estimation in partially linear single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• scientific article; zbMATH DE number 2104210 (Why is no real title available?)
• Results concerning the generalized partially linear single-index model
• Estimation and inference in partially linear models with smoothing splines
• Efficient estimation of partially linear tail index models using B‐splines
• Empirical likelihood in single-index quantile regression with high dimensional and missing observations
• Penalised spline estimation for generalised partially linear single-index models
• Fused kernel-spline smoothing for repeatedly measured outcomes in a generalized partially linear model with functional single index

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