Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band

Author:

Cai Li,Jin Lei,Miao Jiuzhou,Wang SuojinORCID

Funder

Simons Foundation

Publisher

Springer Science and Business Media LLC

Reference37 articles.

1. Balabdaoui F, Durot C, Jankowski H (2019) Least squares estimation in the monotone single index model. Bernoulli 25(4B):3276–3310

2. Bickel PJ, Rosenblatt M (1973) On some global measures of the deviations of density function estimates. Ann Stat 1:1071–1095

3. Cai L, Wang S (2023) Oracle-efficient global inference for variance function in nonparametric regression with missing covariates. Stat Sin 33:281–302

4. Cai L, Yang L (2015) A smooth simultaneous confidence band for conditional variance function. Test 24:632–655

5. Cai L, Liu R, Wang S, Yang L (2019) Simultaneous confidence bands for mean and variance functions based on deterministic design. Stat Sin 29(1):505–525

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