Statistical inference for the index parameter in single-index models
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References listed on IDEAS
- Hardle, Wolfgang & Tsybakov, A. B., 1993.
"How sensitive are average derivatives?,"
Journal of Econometrics,
Elsevier, vol. 58(1-2), pages 31-48, July.
- Hardle, W. & Tsybakov, A., 1991. "How sensitive are average derivates ?," CORE Discussion Papers 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hardle, W. & Tsybakov, A.B., 1992. "How Sensitive are Average Derivatives?," Papers 9208, Tilburg - Center for Economic Research.
- Härdle, W.K. & Tsybakov, A.B., 1992. "How sensitive are average derivatives?," Discussion Paper 1992-8, Tilburg University, Center for Economic Research.
- Jianqing Fan, 2004. "Generalised likelihood ratio tests for spectral density," Biometrika, Biometrika Trust, vol. 91(1), pages 195-209, March.
- Fan, Jianqing & Jiang, Jiancheng, 2005. "Nonparametric Inferences for Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 890-907, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Huang, Zhensheng & Pang, Zhen & Zhang, Riquan, 2013. "Adaptive profile-empirical-likelihood inferences for generalized single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 70-82.
- repec:bla:scjsta:v:44:y:2017:i:1:p:168-191 is not listed on IDEAS
- Strzalkowska-Kominiak, Ewa & Cao, Ricardo, 2013. "Maximum likelihood estimation for conditional distribution single-index models under censoring," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 74-98.
- Ewa Strzalkowska-Kominiak & Ricardo Cao, 2014. "Beran-based approach for single-index models under censoring," Computational Statistics, Springer, vol. 29(5), pages 1243-1261, October.
More about this item
KeywordsGeneralized likelihood ratio test Local linear method Single-index models Wilks phenomenon [chi]2-distribution;
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