Efficient estimation in conditional single-index regression
By Michel Delecroix, Wolfgang Karl Härdle, M. Hristache. 2003
90 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/4ca9bccac6553e348189daa28fa48e9688df3377
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- Bing Li
- Xiangrong Yin
- Liping Zhu
- Yanyuan Ma
- R. Dennis Cook
- P. Groeneboom
- Fadoua Balabdaoui
- K. Hendrickx
In Statistics and Probability
- Xiangrong Yin
- Bing Li
- R. Dennis Cook
- Yingcun Xia
- Liping Zhu
- Yanyuan Ma
- Fadoua Balabdaoui
- P. Groeneboom
Citations in the corpus
- Optimal rates and adaptation in the single-index model using aggregation (2007, unknown): “Among many other references, see Horowitz (1998) for applications in econometrics, an application in medical science can be found in Xia and H¨ardle (2006), see also Delecroix et al. (2003), Delecroix et al. (2006) and the survey paper by Geenens and Delecroix (2005).”
- Successive direction extraction for estimating the central subspace in a multiple-index regression (2008, methodology): “We will say that the successive maximization is Fisher consistent (see, for example, Cox and Hinkley, 1974 ) if these vectors span the CS. If d = 0 no maximization is required and we say that the procedure is Fisher consistent by definition.”
- Score estimation in the monotone single‐index model (2017, methodology): “Examples of this type are the semiparametric least-squares estimators (LSEs) of Ichimura (1993) and Härdle, Hall, and Ichimura (1993) and the pseudomaximum likelihood estimator of Delecroix, Härdle, and Hristache (2003), all using kernel regression estimates for the unknown link functions.”
- On estimation efficiency of the central mean subspace (2014, background): “This allows us to derive the semiparametric efficient score, which has the potential of reaching the minimum estimation variance bound among all possible consistent estimators.”