Likelihood-based local polynomial fitting for single-index models

Journal of Multivariate Analysis

Volumn 80, Issue 2, 2002, Pages 302-321

  Huh, J ^a   Park, B U ^a  

^a Seoul National University   (South Korea)

Author keywords

Average derivatives; Generalized linear models; Local polynomial kernel smoothers; Single index models

Indexed keywords

EID: 0036125528     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2000.1984     Document Type: Article

References (10)

1. Generalized partially linear single-index models
2. Local polynomial kernel regression for generalized linear models and quasi-likelihood functions
3. Investigating smooth multiple regression by the method of average derivatives
4. Weak and strong uniform consistency of kernel regression estimates
5. Generalized linear models
6. Asymptotics for least absolute deviation regression estimators
7. Semiparametric estimation of index coefficients
8. Approximation Theorems of Mathematical Statistics
9. Adapting for the missing link