On an asymptotically more efficient estimation of the single-index model-Reference-Cited by-同舟云学术

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On an asymptotically more efficient estimation of the single-index model

Published:2010-09 Issue:8 Volume:101 Page:1898-1901
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Chang Ziqing,Xue Liugen,Zhu Lixing

Funder

National Natural Science Foundation of China

Natural Science Foundation of Beijing

Ph.D. Program Foundation of Ministry of Education of China

Research Grants Council of Hong Kong

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference19 articles.

1. A Generalized linear model with “Gaussian” regressor variables;Brillinger,1983

2. On projection pursuit regression;Hall;Ann. Statist.,1989

3. On projection pursuit approximation for nonparametric regresion;Zhu,1992

4. H. Ichimura, Estimation of single index models. Ph.D. Dissertation, Dept. Economics, MIT, 1987.

5. Optimal smoothing in single-index models;Härdle;Ann. Statist.,1993

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