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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
This article deals with the inference on a right-censored partially linear single-index model (RCPLSIM). The main focus is the local empirical likelihood-based inference on the nonparametric part in RCPLSIM. With a synthetic data approach, an empirical log-likelihood ratio statistic for the...
Persistent link: https://www.econbiz.de/10011042073