Estimation for a partial-linear single-index model

Tingting Li; Hu Yang; Jane-Ling Wang; Liugen Xue; Li Zhu

doi:10.1214/11-aos953

ScienceGate Book Chapters

JOURNAL ARTICLE

Estimation for a partial-linear single-index model

Tingting Li Hu Yang Jane-Ling Wang Liugen Xue Li Zhu

Year: 2011 Journal: The Annals of Statistics Vol: 39 (6) Publisher: Institute of Mathematical Statistics

DOI: 10.1214/11-aos953

Get Full-Text PDF Get Analytical Report

Abstract

This note is to correct an error in Lemma A.7 of Wang et al. (2010). The original claim of asymptotically higher efficiency no longer holds.

Keywords:

Mathematics Estimator Asymptotic distribution Single-index model Nonparametric statistics Applied mathematics Linear model Statistics Delta method Parametric statistics Rate of convergence Mathematical optimization Computer science

Metrics

Cited By

0.27

FWCI (Field Weighted Citation Impact)

Refs

0.65

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Spatial and Panel Data Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Estimation for a partial-linear single-index model

Abstract

Metrics

Citation History

Topics

Related Documents

Estimation for a partial-linear single-index model

Functional Partial Linear Single‐index Model

Variable Selection for Partial Linear Single-Index Model with M-Estimation

Robust estimation for partial linear single-index models

Estimation for biased partial linear single index models