Semi-parametric estimation of partially linear single-index models

By Yingcun Xia, Wolfgang Karl Härdle. 2006

258 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b701826344d50cbf416224f7f6c750c49b6a6a5c

How researchers see this paper

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

In Finance

1. Liugen Xue
2. Jane-ling Wang
3. Hua Liang
4. Yao Yu
5. Jun Zhang
6. Li-Xing Zhu
7. Y. S. Chong
8. Degui Li

In Statistics and Probability

1. Liugen Xue
2. Hua Liang
3. Lixing Zhu
4. Fadoua Balabdaoui
5. P. Groeneboom
6. K. Hendrickx
7. Jun Zhang
8. Yao Yu

Citations in the corpus

• Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects (2013, methodology): “Xia (2006) established an asymptotic theory for this approach in time series models and Xia and Härdle (2006) further extended the approach and its asymptotic theory to partially linear singleindex time series models.”
• Estimation for a partial-linear single-index model (2009, methodology): “Theorem 3 implies that our estimator for β0 has a smaller limiting variance than the estimators in Xia and Härdle (2006) and Carroll et al. (1997).”
• 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).”
• UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (2009, unknown): “The second extension addresses a situation that often appears in semiparametric problems where kernel estimators depend on the finite-dimensional parameter of interest, for example, single-index models (Xia and Härdle, 2006) and models with generated regressors (Li and Wooldridge, 2002).”
• Varying Index Coefficient Models (2015, unknown): “Condition (C4) is given in Condition (C2) of Xia and Härdle (2006) and Condition (C5) of Xue and Liang (2010).”
• Partial linear single index models with distortion measurement errors (2013, methodology): “…Kong Joint Centre for Applied Statistics Research, Shenzhen University, Shenzhen 518060, China Y. Yu · H. Liang (B) Department of Biostatistics and Computational Biology, University of Rochester, Rochester, NY 14642, USA e-mail: Hua_Liang@URMC.Rochester.edu; hliang@bst.rochester.edu L.-X. Zhu…”
• Inference for single-index quantile regression models with profile optimization (2016, methodology): “…a single-index model include the backfitting algorithm [Carroll et al. (1997)], the penalized spline estimation [Yu and Ruppert (2002)], the minimum average variance estimation [MAVE, Xia, Tong and Li (1999) and Xia and Härdle (2006)], and the profile least squares estimation [Liang et al. (2010)].”
• Score estimation in the monotone single‐index model (2017, result): “̃?n is similar to that obtained for the “efficient” estimates proposed in the works of Xia and Härdle (2006) and Kuchibhotla et al. (2017).”