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Score estimation of monotone partially linear index model

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  • Taisuke Otsu
  • Mengshan Xu

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  • Taisuke Otsu & Mengshan Xu, 2019. "Score estimation of monotone partially linear index model," STICERD - Econometrics Paper Series 603, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Handle: RePEc:cep:stiecm:603
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    References listed on IDEAS

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    1. Groeneboom,Piet & Jongbloed,Geurt, 2014. "Nonparametric Estimation under Shape Constraints," Cambridge Books, Cambridge University Press, number 9780521864015, September.
    2. Yu Y. & Ruppert D., 2002. "Penalized Spline Estimation for Partially Linear Single-Index Models," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1042-1054, December.
    3. Yanyuan Ma & Liping Zhu, 2013. "Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(2), pages 305-322, March.
    4. Xia, Yingcun & Härdle, Wolfgang, 2006. "Semi-parametric estimation of partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1162-1184, May.
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