Variance function partially linear single-index models

DOI10.1111/RSSB.12066MaRDI QIDQ5379905zbMATH OpenOpenAlexWikidataFDO

Authors Heng Lian, Hua Liang, Raymond J. Carroll

Publication date 14 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4310508

zbMATH Keywords

estimating equationkernel regressionasymptotic theoryidentifiabilitysemiparametric efficiencysingle-index modelpartially linear single-index modelvariance function estimationmodelling ozone levels

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Applications of statistics to environmental and related topics (62P12)

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Cited in

(27)

• Estimation and hypothesis test for varying coefficient single-index multiplicative models
• Partial index additive models with additive distortion measurement errors
• Nonlinear regression models with single‐index heteroscedasticity
• Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
• Dimension reduction and estimation in the secondary analysis of case-control studies
• Conditional feature screening for mean and variance functions in models with multiple-index structure
• Statistical inference for the extended non linear models
• Dynamically integrated regression model for online auction data
• High-dimensional index volatility models via Stein's identity
• Model checking for multiplicative linear regression models with mixed estimators
• Variance function additive partial linear models
• Estimation and hypothesis test for partial linear single-index multiplicative models
• Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
• Estimation of the error distribution function for partial linear single-index models
• Single-index partially functional linear regression model
• Estimation and variable selection for partial linear single-index distortion measurement errors models
• Difference-based M-estimator of generalized semiparametric model with NSD errors
• Semiparametric efficient estimators in heteroscedastic error models
• Wilks' theorem for semiparametric regressions with weakly dependent data
• A generalized partially linear framework for variance functions
• Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach
• Estimation and hypothesis test for single-index multiplicative models
• Robust MAVE for single-index varying-coefficient models
• Detection of marginal heteroscedasticity for partial linear single-index models
• Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹
• Single-index relative error regression models
• Detection of the symmetry of model errors for partial linear single-index models

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