Statistical inferences for single-index models with measurement errors

DOI10.1080/02664763.2020.1754358MaRDI QIDQ5861551zbMATH OpenOpenAlexFDO

Authors Wen Lou, Zhensheng Huang

Publication date 1 March 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2020.1754358

zbMATH Keywords

generalized likelihood ratio testlocal linear regressionmeasurement errorsSIMEXsingle-index model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Applications of statistics (62Pxx)

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Cites work

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• Adapting for the missing link
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• Efficient estimation in conditional single-index regression
• Empirical likelihood for single-index models
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• Estimation in a semiparametric partially linear errors-in-variables model
• Generalized likelihood ratio statistics and Wilks phenomenon
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• scientific article; zbMATH DE number 918103 (Why is no real title available?)
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• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric methods in econometrics
• SIMEX estimation for single-index model with covariate measurement error
• Simulation-Extrapolation Estimation in Parametric Measurement Error Models
• Sliced Inverse Regression for Dimension Reduction
• Statistical inference for the index parameter in single-index models
• Testing for the parametric parts in a single-index varying-coefficient model
• Tests for nonparametric parts on partially linear single index models
• Variable selection for the single-index model

Cited in

(1)

• scientific article; zbMATH DE number 1444474 (Why is no real title available?)

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