Search Results - subject:"Generalized single-index model"

Generalized single-index models: The EFM approach

Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009

estimating functions, to study the generalized single-index model. The procedure is to first relax the equality constraint to one …

Persistent link: https://www.econbiz.de/10008577795

Generalized single-index models: The EFM approach

Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing - 2009

functions, to study the generalized single-index model. The procedure is to first relax the equality constraint to one with (d …

Persistent link: https://www.econbiz.de/10010270710

Adaptive profile-empirical-likelihood inferences for generalized single-index models

Huang, Zhensheng; Pang, Zhen; Zhang, Riquan - In: Computational Statistics & Data Analysis 62 (2013) C, pp. 70-82

We study generalized single-index models and propose an efficient equation for estimating the index parameter and unknown link function, deriving a quasi-likelihood-based maximum empirical likelihood estimator (QLMELE) of the index parameter. We then establish an efficient confidence region for...

Persistent link: https://www.econbiz.de/10011056470