On an asymptotically more efficient estimation of the single-index model
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References listed on IDEAS
- Lixing Zhu & Liugen Xue, 2006. "Empirical likelihood confidence regions in a partially linear single-index model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 549-570.
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- Qihua Wang & Tao Zhang & Wolfgang Karl Härdle, 2016.
"An Extended Single-index Model with Missing Response at Random,"
Scandinavian Journal of Statistics,
Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(4), pages 1140-1152, December.
- Qihua Wang & Tao Zhang & Wolfgang Karl HÃ¤rdle, 2014. "An Extended Single Index Model with Missing Response at Random," SFB 649 Discussion Papers SFB649DP2014-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Yang, Hu & Guo, Chaohui & Lv, Jing, 2014. "A robust and efficient estimation method for single-index varying-coefficient models," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 119-127.
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- Lai, Peng & Wang, Qihua & Lian, Heng, 2012. "Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 422-432.
- Jing Lv & Hu Yang & Chaohui Guo, 2016. "Robust estimation for varying index coefficient models," Computational Statistics, Springer, vol. 31(3), pages 1131-1167, September.
- Guo, Xu & Xu, Wangli & Zhu, Lixing, 2014. "Multi-index regression models with missing covariates at random," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 345-363.
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KeywordsThe single-index model Asymptotical efficiency Least squares estimation;
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