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Bias-corrected smoothed score function for single-index models

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  • Qiang Chen
  • Lu Lin
  • Lixing Zhu

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  • Qiang Chen & Lu Lin & Lixing Zhu, 2010. "Bias-corrected smoothed score function for single-index models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(1), pages 45-58, January.
    • Handle: RePEc:spr:metrik:v:71:y:2010:i:1:p:45-58
    DOI: 10.1007/s00184-008-0201-8
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    References listed on IDEAS

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    1. Hardle, W. & Hall, P. & Ichimura, H., 1991. "Optimal smoothing in single index models," LIDAM Discussion Papers CORE 1991007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. 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, June.
    3. Xue, Liugen & Zhu, Lixing, 2007. "Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 642-654, June.
    4. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
    5. Stute, Winfried & Xue, Liugen & Zhu, Lixing, 2007. "Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 332-346, March.
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    Citations

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    Cited by:

    1. Zhao, Weihua & Lian, Heng & Zhang, Riquan & Lai, Peng, 2016. "Estimation and variable selection for proportional response data with partially linear single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 96(C), pages 40-56.
    2. Li, Gaorong & Feng, Sanying & Peng, Heng, 2011. "A profile-type smoothed score function for a varying coefficient partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 372-385, February.

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