On Semiparametric estimation in Single-Index Regression

By Michel Delecroix, M. Hristache, Valentin Patilea. 2006

110 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/664754bf2d4f92fe0b5ad3bf6b01eafcb4c449cb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Franccois Portier
2. Arthur Lewbel
3. Juan-Carlos Escanciano
4. Guillaume Lecué
5. Bernard Delyon
6. Yingcun Xia
7. St'ephane Gaiffas
8. Efang Kong

In Statistics and Probability

1. Efang Kong
2. Juan-Carlos Escanciano
3. David T. Jacho-Chávez
4. Yingcun Xia
5. Arthur Lewbel
6. Franccois Portier
7. Guillaume Lecué
8. Bernard Delyon

Citations in the corpus

• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL (2006, background): “…1994; Horowitz and Härdle, 1996; Hristache, Juditski, and Spokoiny, 2001 @hereafter HJS#; Xia, Tong, Li, and Zhu, 2002; Yu and Ruppert, 2002; Delecroix, Hristache, and Patilea, 2006; Yin and Cook, 2005! have investigated the estimation of the parametric index u0 with focus The author is…”
• Integral approximation by kernel smoothing (2014, methodology): “This method, often refeered as trimming, has been employed in [15] and [4] and guarantees computational stability as well as theoretical properties.”
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (2014, background): “Remark 4.1 Delecroix, Hristache, and Patilea (2006) have also derived the asymptotic properties of Ichimura’s (1993) estimator with random (non-vanishing) trimming and uniformly in the bandwidth, while Härdle, Hall, and Ichimura (1993) have shown the first order asymptotic properties of the…”
• Optimal rates and adaptation in the single-index model using aggregation (2007, background): “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).”
• A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION (2012, background): “Delecroix, Hristache, and Patilea (2006) considered the general M-estimator of the single-index model.”