Direct estimation of the index coefficient in a single-index model

Annals of Statistics

Volumn 29, Issue 3, 2001, Pages 595-623

  Hristache, Marian ^a   Juditsky, Anatoli ^b   Spokoiny, Vladimir ^c  

^a ENSAI Ecole Nationale de la Statistique et de lAnalyse de lInformation   (France)

^b UNIV GRENOBLE ALPES   (France)

^c WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

Author keywords

Direct estimation; Index coefficients; Iteration; Single index model

Indexed keywords

EID: 0035539851     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1009210681     Document Type: Article

References (22)

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