We propose a new method of estimating the index coefficients in a single index model which is based on iterative improvement of the average derivative estimator. The resulting estimate is √n-consistent under mild assumptions on the model
We develop a single-index volatility model in this paper. A new method is proposed to estimate the s...
AbstractIn this note, we revisit the single-index model with heteroscedastic error, and recommend an...
Single-index models are popular regression models that are more flexible than linear models and stil...
Ha .. rdle and Stoker (1989), Powell, et al. (1989), and Stoker (1991) have developed average deriva...
In this paper, a semiparametric single-index model is investigated. The link function is allowed to ...
textabstractThis paper proposes a semiparametric estimator for single- and multiple index models. It...
Generalized single-index models are natural extensions of linear models and circumvent the so-called...
This paper proposes a semiparametric estimator for single- and multiple index models.It provides an ...
Generalized single-index models are natural extensions of linear models and circumvent the so-called...
In semiparametric models it is a common approach to under-smooth the nonparametric functions in orde...
We propose a new estimator, called the Generalized Maximum Rank Correlation Estimator (GMRC), of the...
In this paper, we generalize the single-index models to the scenarios with random effects. The intro...
An extended single-index model is considered when responses are missing at random. A three-step esti...
In single-index models the link or response function is not considered as fixed. The data determine ...
We develop a single-index volatility model in this paper. A new method is proposed to estimate the s...
AbstractIn this note, we revisit the single-index model with heteroscedastic error, and recommend an...
Single-index models are popular regression models that are more flexible than linear models and stil...
Ha .. rdle and Stoker (1989), Powell, et al. (1989), and Stoker (1991) have developed average deriva...
In this paper, a semiparametric single-index model is investigated. The link function is allowed to ...
textabstractThis paper proposes a semiparametric estimator for single- and multiple index models. It...
Generalized single-index models are natural extensions of linear models and circumvent the so-called...
This paper proposes a semiparametric estimator for single- and multiple index models.It provides an ...
Generalized single-index models are natural extensions of linear models and circumvent the so-called...
In semiparametric models it is a common approach to under-smooth the nonparametric functions in orde...
We propose a new estimator, called the Generalized Maximum Rank Correlation Estimator (GMRC), of the...
In this paper, we generalize the single-index models to the scenarios with random effects. The intro...
An extended single-index model is considered when responses are missing at random. A three-step esti...
In single-index models the link or response function is not considered as fixed. The data determine ...
We develop a single-index volatility model in this paper. A new method is proposed to estimate the s...
AbstractIn this note, we revisit the single-index model with heteroscedastic error, and recommend an...
Single-index models are popular regression models that are more flexible than linear models and stil...
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