Rank-based inference for the single-index model
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DOI: 10.1016/j.spl.2011.11.025
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Cited by:
- Chaohui Guo & Hu Yang & Jing Lv, 2018. "Two step estimations for a single-index varying-coefficient model with longitudinal data," Statistical Papers, Springer, vol. 59(3), pages 957-983, September.
- Jiang, Rong & Qian, Wei-Min & Zhou, Zhan-Gong, 2016. "Weighted composite quantile regression for single-index models," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 34-48.
- Huybrechts F. Bindele & Ash Abebe & Karlene N. Meyer, 2018. "General rank-based estimation for regression single index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 1115-1146, October.
- Jing Sun, 2016. "Composite quantile regression for single-index models with asymmetric errors," Computational Statistics, Springer, vol. 31(1), pages 329-351, March.
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Keywords
Asymptotic efficiency; Local polynomial regression; Outer product of gradients; Wilcoxon rank loss function;All these keywords.
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