Efficient estimation in conditional single-index regression

Journal of Multivariate Analysis

Volumn 86, Issue 2, 2003, Pages 213-226

  Delecroix, Michel ^a   Härdle, Wolfgang ^b   Hristache, Marian ^a  

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

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Pseudo maximum likelihood; Semiparametric efficiency bound; Single index model

Indexed keywords

EID: 0042157031     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(02)00046-5     Document Type: Article

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