Search Results

A single-index model procedure for interpolation intervals in time series,
Andrés Alonso, Ana Sipols and Silvia Quintas, in Computational Statistics (2013)
Keywords: Single-index model, Interpolation intervals, Sieve bootstrap,

Statistical inference for the index parameter in single-index models,
Riquan Zhang, Zhensheng Huang and Yazhao Lv, in Journal of Multivariate Analysis (2010)
Keywords: Generalized likelihood ratio test Local linear method Single-index models Wilks phenomenon [chi]2-distribution

Quantile regression for single-index-coefficient regression models,
Rong Jiang and Wei-Min Qian, in Statistics & Probability Letters (2016)
Keywords: Single-index-coefficient regression model; Quantile regression; Adaptive LASSO;

A class of functional partially linear single-index models,
Hui Ding, Yanghui Liu, Wenchao Xu and Riquan Zhang, in Journal of Multivariate Analysis (2017)
Keywords: Convergence rate; Functional data analysis; Partial linear; Prediction; Single-index;

Weighted composite quantile regression for single-index models,
Rong Jiang, Wei-Min Qian and Zhan-Gong Zhou, in Journal of Multivariate Analysis (2016)
Keywords: Single-index model; Weighted composite quantile regression; Adaptive LASSO;

Single-index composite quantile regression for massive data,
Rong Jiang and Keming Yu, in Journal of Multivariate Analysis (2020)
Keywords: Composite quantile regression; Massive data; Single-index model;

Efficient estimation in conditional single-index regression,
Michel Delecroix, Wolfgang Härdle and Marian Hristache, in Journal of Multivariate Analysis (2003)
Keywords: Single-index model Pseudo-maximum likelihood Semiparametric efficiency bound

An extended single index model with missing response at random,
Qihua Wang, Tao Zhang and Wolfgang Härdle, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2014)
Keywords: Missing data, Estimating equations, Single-index models, Asymptotic normality

B spline variable selection for the single index models,
Jianbo Li, Yuan Li and Riquan Zhang, in Statistical Papers (2017)
Keywords: Single index model, Lasso, SCAD, Hard Thresholding, Oracle

Estimation and clustering for partially heterogeneous single index model,
Fangfang Wang, Lu Lin, Lei Liu and Kangning Wang, in Statistical Papers (2021)
Keywords: Single index model, Homogeneity, Convex clustering, Subgroup-average, Estimation consistency

On an asymptotically more efficient estimation of the single-index model,
Ziqing Chang, Liugen Xue and Lixing Zhu, in Journal of Multivariate Analysis (2010)
Keywords: The single-index model Asymptotical efficiency Least squares estimation

Separation of linear and index covariates in partially linear single-index models,
Heng Lian and Hua Liang, in Journal of Multivariate Analysis (2016)
Keywords: Estimating equation; Identifiability constraint; Single-index model; Structure identification;

A partitioned Single Functional Index Model,
Aldo Goia and Philippe Vieu, in Computational Statistics (2015)
Keywords: Functional predictor, Single Index Model, Additive models, Structural points, Spectrometric data,

Single-Index Importance Sampling with Stratification,
Erik Hintz, Marius Hofert, Christiane Lemieux and Yoshihiro Taniguchi, in Methodology and Computing in Applied Probability (2022)
Keywords: Single-index model, Importance sampling, Stratified sampling, Quasi-Monte Carlo, Loss probabilities

Semiparametric Single-index Predictive Regression,
Weilun Zhou, Jiti Gao, David Harris and Hsein Kew, from Monash University, Department of Econometrics and Business Statistics (2019)
Keywords: predictive regression, single-index model, Hermite orthogonal estimation, dual super-consistency rates, co-moving predictors.

Semiparametric efficiency for partially linear single-index regression models,
Tao Chen and Thomas Parker, in Journal of Multivariate Analysis (2014)
Keywords: Semiparametric efficiency; Partially linear single-index model; Single-index model; Conditional mean restriction; Conditional quantile restriction;

Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models,
Chaohua Dong, Jiti Gao and Dag Tjostheim, from Monash University, Department of Econometrics and Business Statistics (2014)
Keywords: onstationarity, orthogonal series expansion, single-index models, partially linear single-index models, dual convergence rates, a trio of convergence rates.

Generalized single-index models: The EFM approach,
Xia Cui, Wolfgang Härdle and Lixing Zhu, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2009)
Keywords: Generalized single-index model, index coefficients, estimating equations, asymptotic properties, iteration

Estimation for a marginal generalized single-index longitudinal model,
Peirong Xu and Lixing Zhu, in Journal of Multivariate Analysis (2012)
Keywords: Generalized single-index models; Estimating equations; Longitudinal data; Index coefficients; Asymptotic properties;

Efficient inferences on the varying-coefficient single-index model with empirical likelihood,
Zhensheng Huang, in Computational Statistics & Data Analysis (2012)
Keywords: Confidence interval; MELE; Profile empirical likelihood; Single-index model; Single parameter;

Efficient empirical-likelihood-based inferences for the single-index model,
Zhensheng Huang and Riquan Zhang, in Journal of Multivariate Analysis (2011)
Keywords: Confidence interval Link function Profile empirical likelihood Single-index model Single parameter

Inference for monotone single-index conditional means: A Lorenz regression approach,
Cédric Heuchenne and Alexandre Jacquemain, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2021)
Keywords: Single-index model ; Monotone rank estimator ; Lorenz curve ; Income inequality

Semiparametric Versus Nonparametric Estimation in Single Index Models, a Computational Approach,
Eric Malin, Michel Bonneu and Michel Delecroix, from HAL (1993)
Keywords: Semiparametric estimation,Nonparametric Estimation,Single Index Models,Simulations

Quasi-likelihood estimation of the single index conditional variance model,
Hongfan Zhang, in Computational Statistics & Data Analysis (2018)
Keywords: Conditional variance; Single index model; Heteroscedasticity; Quasi-likelihood;

Simultaneous confidence band for single-index random effects models with longitudinal data,
Suigen Yang, Liugen Xue and Gaorong Li, in Statistics & Probability Letters (2014)
Keywords: Simultaneous confidence band; Single-index model; Random effects; Longitudinal data;

Change-point detection for the link function in a single-index model,
Qing Yang and Yi Zhang, in Statistics & Probability Letters (2022)
Keywords: CUSUM statistic; Kernel regression; Single-index model; Structural change;

Inference for monotone single-index conditional means: A Lorenz regression approach,
Cédric Heuchenne and Alexandre Jacquemain, in Computational Statistics & Data Analysis (2022)
Keywords: Single-index model; Monotone rank estimator; Lorenz curve; Income inequality;

Time-varying quantile single-index model for multivariate responses,
Weihua Zhao, Yan Zhou and Heng Lian, in Computational Statistics & Data Analysis (2018)
Keywords: B-splines; Multiple responses; Quantile regression; Single-index model;

A semiparametric single index model with heterogeneous impacts on an unobserved variable,
Jiyon Lee, in Journal of Econometrics (2015)
Keywords: Semiparametric least squares; Capital asset pricing; Single index;

Semiparametric estimation and variable selection for single-index copula models,
Bingduo Yang, Christian Hafner, Guannan Liu and Wei Long, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2022)
Keywords: Semiparametric Copula ; Single-Index Copula ; Variable Selection ; SCAD

Semiparametric Estimation and Variable Selection for Single-index Copula Models,
Bingduo Yang, Christian Hafner, Guannan Liu and Wei Long, from Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2018)
Keywords: Semiparametric Copula, Single-Index Copula, Variable Selection, SCAD

Portfolio single index (PSI) multivariate conditional and stochastic volatility models,
Manabu Asai, Michael McAleer and Bernardo de Veiga, in Mathematics and Computers in Simulation (MATCOM) (2008)
Keywords: Single index models; Portfolio models; Multivariate volatility; Constant correlations; Asymmetry;

A minimum projected-distance test for parametric single-index Berkson models,
Chuanlong Xie and Lixing Zhu, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2018)
Keywords: Berkson model, Dimension reduction, Model checking, Parametric single-index model

M-estimators for single-index model using B-spline,
Qingming Zou and Zhongyi Zhu, in Metrika: International Journal for Theoretical and Applied Statistics (2014)
Keywords: B-spline, M-estimator, Rate of convergence, Single-index model,

Single-index composite quantile regression with heteroscedasticity and general error distributions,
Rong Jiang, Wei-Min Qian and Zhan-Gong Zhou, in Statistical Papers (2016)
Keywords: Composite quantile regression, Asymptotic efficiency, Single-index model,

Semiparametric estimation in single index poisson regression: A practical approach,
Daniela Climov, Michel Delecroix and Leopold Simar, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001)
Keywords: single index models, Poisson regression, kernel estimation, bandwidth selection, bootstrap

Bias-corrected smoothed score function for single-index models,
Qiang Chen, Lu Lin and Lixing Zhu, in Metrika: International Journal for Theoretical and Applied Statistics (2010)
Keywords: Single-index model, Local likelihood, Smoothing score, Confidence region,

On a Low-Rank Matrix Single-Index Model,
The Tien Mai, in Mathematics (2023)
Keywords: low-rank matrix; single-index model; PAC-Bayes bounds; optimal rate; oracle inequality

Estimation and Inference for Spatio-Temporal Single-Index Models,
Hongxia Wang, Zihan Zhao, Hongxia Hao and Chao Huang, in Mathematics (2023)
Keywords: spatio-temporal correlation; spatio-temporal heterogeneity; reweighting estimation; local linear method; single-index models

Estimation for the single-index models with random effects,
Zhen Pang and Liugen Xue, in Computational Statistics & Data Analysis (2012)
Keywords: Single-index models; Mixed-effects models; Local linear smoother; Pooled estimator; Variance components;

Semiparametric spatial mixed effects single index models,
Hamdy F.F. Mahmoud and Inyoung Kim, in Computational Statistics & Data Analysis (2019)
Keywords: Mortality data; Semiparametric regression models; Single index model; Spatial correlated data;

Estimation of single-index model with spatial interaction,
Yan Sun, in Regional Science and Urban Economics (2017)
Keywords: Spatial dependence; Single-index setting; Reparameterization; Semiparametric GMM estimation; Asymptotic normality; Simultaneous confidence band;

Estimation for biased partial linear single index models,
Jun Lu, Xuehu Zhu, Lu Lin and Lixing Zhu, in Computational Statistics & Data Analysis (2019)
Keywords: Partial linear single index model; Artificial variable construction; Bias-corrected model; Estimation consistency;

Adaptive semiparametric estimation for single index models with jumps,
Zhong-Cheng Han, Jin-Guan Lin and Yan-Yong Zhao, in Computational Statistics & Data Analysis (2020)
Keywords: Single index model; Modal regression; Modified EM algorithm; Robust and efficient estimation;

A robust and efficient estimation method for single index models,
Jicai Liu, Riquan Zhang, Weihua Zhao and Yazhao Lv, in Journal of Multivariate Analysis (2013)
Keywords: Single index models; Modal regression; Local linear regression; Robust estimation; Semiparametric regression;

Estimation and hypothesis test for single-index multiplicative models,
Jun Zhang, Junpeng Zhu and Zhenghui Feng, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2019)
Keywords: Kernel smoothing, Local linear smoothing, Model checking, Single index, Variable selection

Inferences for extended partially linear single-index models,
Zijuan Chen and Suojin Wang, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2023)
Keywords: LASSO, Local smoothing estimator, Partially linear single-index model, Variable selection

Statistical Inference in Single-Index and Partially Nonlinear Models,
Jiti Gao and Hua Liang, in Annals of the Institute of Statistical Mathematics (1997)
Keywords: Asymptotic normality, semiparametric single-index regression model, finite series approximation, partially nonlinear model,

Estimation and inference in functional single-index models,
Shujie Ma, in Annals of the Institute of Statistical Mathematics (2016)
Keywords: Single-index models, Functional data analysis, Functional linear models, B splines, Confidence bands, Simultaneous inference,

Penalized estimation equation for an extended single-index model,
Yongjin Li, Qingzhao Zhang and Qihua Wang, in Annals of the Institute of Statistical Mathematics (2017)
Keywords: Single-index model, Penalized estimating equations, Variable selection, Oracle property, Smoothly clipped absolute deviation, Adaptive lasso

Functional single-index composite quantile regression,
Zhiqiang Jiang, Zhensheng Huang and Jing Zhang, in Metrika: International Journal for Theoretical and Applied Statistics (2023)
Keywords: B-splines, Composite quantile regression, Convergence rates, Functional data analysis, Functional single-index model

Testing single-index restrictions with a focus on average derivatives,
Juan Carlos Escanciano and Kyungchul Song, in Journal of Econometrics (2010)
Keywords: Single-index restrictions Average derivatives Omnibus tests Directional tests Series estimation

Single-index partially functional linear regression model,
Ping Yu, Jiang Du and Zhongzhan Zhang, in Statistical Papers (2020)
Keywords: Functional data analysis, B-spline, Single-index model, Functional linear regression model

Variable Selection in Sparse Semiparametric Single Index Models,
Tae Hwy Lee, Jianghao Chu and Aman Ullah, from University of California at Riverside, Department of Economics (2018)
Keywords: Single index model (SIM), Variable selection, Rodeo, SIM-Rodeo, Lasso, SIM-Lasso.

Testing the significance of index parameters in varying-coefficient single-index models,
Heung Wong, Riquan Zhang, Bartholomew Leung and Zhensheng Huang, in Computational Statistics & Data Analysis (2013)
Keywords: Backfitting technique; Generalized F test; Local linear method; Varying-coefficient single-index models; Index parameter; Wilks phenomenon; χ2-distribution;

Does the h index for assessing single publications really work? A case study on papers published in chemistry,
Lutz Bornmann, Hermann Schier, Werner Marx and Hans-Dieter Daniel, in Scientometrics (2011)
Keywords: Single publication h index, Journal peer review, Chemistry, h index

Estimation for single-index models via martingale difference divergence,
Jicai Liu, Peirong Xu and Heng Lian, in Computational Statistics & Data Analysis (2019)
Keywords: Distance covariance; Index coefficients; Martingale difference divergence; Single index models; Sufficient dimension reduction;

Robust direction estimation in single-index models via cumulative divergence,
Shuaida He, Jiarui Zhang and Xin Chen, in Computational Statistics & Data Analysis (2025)
Keywords: Cumulative divergence; Heavy-tailed data; Index direction; Single index model; Sufficient dimension reduction;

Composite quantile regression for the single-index model,
Yan Fan, Wolfgang Härdle, Weining Wang and Lixing Zhu, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2013)
Keywords: quantile single-index regression, minimum average contrast estimation, co-VaR estimation, composite quasi-maximum likelihood estimation, Lasso, model selection

The formation of optimal stocks portfolio using Markowitz, single index, and Capital Asset Pricing Models on LQ45 Index of 2016-2020 period,
Rahel Angelia, Jonny Siagian and Ktut Silvanita Mangani, in Technium Social Sciences Journal (2021)
Keywords: Markowitz Model, Single Index Model, Capital Asset Pricing Model, Portfolio Optimal, LQ45 Stocks Index

The single publication H-index of papers in the Hirsch-core of a researcher and the indirect H-index,
L. Egghe, in Scientometrics (2011)
Keywords: Single publication H-index, Hirsch core, Indirect impact measure, Indirect H-index

Corrigendum to “A Bucket Indexed Formulation for Nonpreemptive Single Machine Scheduling Problems,” INFORMS Journal on Computing 28(1):14–30, 2016,
Natashia Boland, Riley Clement and Hamish Waterer, in INFORMS Journal on Computing (2021)
Keywords: single machine scheduling, mixed-integer linear programming, time indexed formulations

Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter,
Claudio Agostinelli, Ana M. Bianco and Graciela Boente, in Annals of the Institute of Statistical Mathematics (2020)
Keywords: Kernel weights, Fisher consistency, Local polynomials, Single-index models, Robustness

Cross-Validated Functional Generalized Partially Linear Single-Functional Index Model,
Mustapha Rachdi, Mohamed Alahiane, Idir Ouassou, Abdelaziz Alahiane and Lahoucine Hobbad, in Mathematics (2024)
Keywords: single-index coefficient; cross-validation; asymptotic normality; Fisher scoring algorithm; functional data analysis (FDA); functional index; quasi-likelihood

Elastic Net for Single Index Support Vector Regression Model,
Waleed Dhhan, Sohel Rana, TahaALSHAYBAWEE and Habshah Midi, in ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH (2017)
Keywords: Elastic Net, Single-index model, High-dimensional ,Dimension reduction, Variable selection, Support vector regression.

Partially Linear Generalized Single Index Models for Functional Data (PLGSIMF),
Mohamed Alahiane, Idir Ouassou, Mustapha Rachdi and Philippe Vieu, in Stats (2021)
Keywords: asymptotic normality; functional data analysis (FDA); polynomial splines; quasi-likelihood; semi-parametric regression; single-index model

Partially varying coefficient single index proportional hazards regression models,
Jianbo Li and Riquan Zhang, in Computational Statistics & Data Analysis (2011)
Keywords: Partially varying coefficient single index proportional hazards models Polynomial B-spline Asymptotic normality Consistency

An Adaptive-to-Model Test for Parametric Functional Single-Index Model,
Lili Xia, Tingyu Lai and Zhongzhan Zhang, in Mathematics (2023)
Keywords: functional data; model checking; sufficient dimension reduction; sliced inverse regression; single-index model

Estimation in linear regression models with measurement errors subject to single-indexed distortion,
Jun Zhang, Yujie Gai and Ping Wu, in Computational Statistics & Data Analysis (2013)
Keywords: Confounding variables; Measurement errors; Profile least squares; Single index; Varying coefficient models;

Adaptive profile-empirical-likelihood inferences for generalized single-index models,
Zhensheng Huang, Zhen Pang and Riquan Zhang, in Computational Statistics & Data Analysis (2013)
Keywords: Adaptive empirical likelihood; Confidence interval; Generalized single-index model; Link function; QLMELE;

Two step composite quantile regression for single-index models,
Rong Jiang, Zhan-Gong Zhou, Wei-Min Qian and Yong Chen, in Computational Statistics & Data Analysis (2013)
Keywords: Linearity condition; Local polynomial regression; Composite quantile regression; Single-index model;

Estimation and testing for time-varying quantile single-index models with longitudinal data,
Jianbo Li, Heng Lian, Xuejun Jiang and Xinyuan Song, in Computational Statistics & Data Analysis (2018)
Keywords: Asymptotic normality; B-splines; Check loss minimization; Single-index models; Quantile regression;

Single-index modal regression via outer product gradients,
Jing Yang, Guoliang Tian, Fang Lu and Xuewen Lu, in Computational Statistics & Data Analysis (2020)
Keywords: Single-index models; Local modal regression; Outer product gradients; Asymptotic properties; Robustness;

Iterative GMM for partially linear single-index models with partly endogenous regressors,
Hong-Fan Zhang, in Computational Statistics & Data Analysis (2021)
Keywords: GMM; Endogeneity; Instrumental variable; Local linear smoother; Partially linear single-index; MAVE;

Semiparametric function-on-function quantile regression model with dynamic single-index interactions,
Hanbing Zhu, Yuanyuan Zhang, Yehua Li and Heng Lian, in Computational Statistics & Data Analysis (2023)
Keywords: B-spline; Check loss minimization; Functional data; Score test; Semiparametric quantile regression; Single-index interaction;

A note on the conditional density estimate in the single functional index model,
Said Attaoui, Ali Laksaci and Elias Ould Said, in Statistics & Probability Letters (2011)
Keywords: Conditional single-index Conditional density Nonparametric estimation Semiparametric estimation Semi-metric choice

Semiparametric estimation of fixed effects panel data single-index model,
Peng Lai, Gaorong Li and Heng Lian, in Statistics & Probability Letters (2013)
Keywords: Fixed effects; Local linear smoothing; Panel data; Single-index model; Test statistic;

A robust and efficient estimation method for single-index varying-coefficient models,
Hu Yang, Chaohui Guo and Jing Lv, in Statistics & Probability Letters (2014)
Keywords: Asymptotic normality; Local linear smoothing; Modal regression; Robust estimation; Single-index varying-coefficient models;

Efficient estimation for the heteroscedastic single-index varying coefficient models,
Peng Lai, Qingzhao Zhang, Heng Lian and Qihua Wang, in Statistics & Probability Letters (2016)
Keywords: Single-index varying coefficient model; Efficiency; Semiparametric efficiency bound; Estimating equation;

Non-convex penalized estimation in high-dimensional models with single-index structure,
Tao Wang, Pei-Rong Xu and Li-Xing Zhu, in Journal of Multivariate Analysis (2012)
Keywords: High-dimensional variable selection; Minimax concave penalty; Oracle property; Penalized least squares; SCAD; Single-index model;

Efficient penalized estimating method in the partially varying-coefficient single-index model,
Zhensheng Huang, Bingqing Lin, Fan Feng and Zhen Pang, in Journal of Multivariate Analysis (2013)
Keywords: Penalized estimating equations; Least-squared method; Reparametrization method; SCAD; Varying-coefficient single-index model;

Quadratic inference functions for partially linear single-index models with longitudinal data,
Peng Lai, Gaorong Li and Heng Lian, in Journal of Multivariate Analysis (2013)
Keywords: Bias correction; Generalized likelihood ratio; Longitudinal data; Partially linear single-index models; QIF;

Predictive power of principal components for single-index model and sufficient dimension reduction,
Andreas Artemiou and Bing Li, in Journal of Multivariate Analysis (2013)
Keywords: Permutation invariance; Principal component analysis; Rotation invariance; Single-index model; Sufficient dimension reduction;

Direction estimation in single-index models via distance covariance,
Wenhui Sheng and Xiangrong Yin, in Journal of Multivariate Analysis (2013)
Keywords: Brownian distance covariance; Central subspace; Distance covariance; Single-index model; Sufficient dimension reduction;

Model detection and estimation for single-index varying coefficient model,
Sanying Feng and Liugen Xue, in Journal of Multivariate Analysis (2015)
Keywords: Single-index varying coefficient model; Combined penalization; Model detection; Oracle property; MAVE;

Confidence intervals for high-dimensional partially linear single-index models,
Thomas Gueuning and Gerda Claeskens, in Journal of Multivariate Analysis (2016)
Keywords: High-dimensional data; Single-index model; Regularized estimation; Sparsity; Asymptotic normality; Confidence interval;

A new minimum contrast approach for inference in single-index models,
Weiyu Li and Valentin Patilea, in Journal of Multivariate Analysis (2017)
Keywords: Conditional law; Kernel smoothing; Semiparametric regression; Single-index assumption; U-statistics;

Large-sample estimation and inference in multivariate single-index models,
Jingwei Wu, Hanxiang Peng and Wanzhu Tu, in Journal of Multivariate Analysis (2019)
Keywords: Asymptotic normality; Consistency; Mixed effect model; Multivariate outcomes; P-splines; Single-index models;

Partially linear single-index beta regression model and score test,
Weihua Zhao, Riquan Zhang, Zhensheng Huang and Jingyan Feng, in Journal of Multivariate Analysis (2012)
Keywords: Partially linear single-index model Beta regression P-spline Penalized likelihood estimation Score test

Asymptotic distributions of two "synthetic data" estimators for censored single-index models,
Xuewen Lu, in Journal of Multivariate Analysis (2010)
Keywords: Accelerated failure time model Asymptotic normality rMAVE rOPG Random censoring Single-index model Synthetic data