Estimation of the error distribution function for partial linear single-index models

Author(s):  
Jun Zhang ◽  
Cuizhen Niu ◽  
Tao Lu ◽  
Zhenghong Wei
Test ◽  
2014 ◽  
Vol 24 (1) ◽  
pp. 61-83 ◽  
Author(s):  
Jun Zhang ◽  
Zhenghui Feng ◽  
Peirong Xu

2012 ◽  
Vol 65 (2) ◽  
pp. 237-267 ◽  
Author(s):  
Jun Zhang ◽  
Yao Yu ◽  
Li-Xing Zhu ◽  
Hua Liang

Statistics ◽  
2013 ◽  
Vol 48 (5) ◽  
pp. 1048-1070 ◽  
Author(s):  
Jun Zhang ◽  
Xiaoguang Wang ◽  
Yao Yu ◽  
Yujie Gai

2016 ◽  
Vol 2016 ◽  
pp. 1-7
Author(s):  
Shaogao Lv ◽  
Luhong Wang

Partial linear models, a family of popular semiparametric models, provide us with an interpretable and flexible assumption for modelling complex data. One challenging question in partial linear models is the structure identification for the linear components and the nonlinear components, especially for high dimensional data. This paper considers the structure identification problem in the general partial linear single-index models, where the link function is unknown. We propose two penalized methods based on a modern dimension reduction technique. Under certain regularity conditions, we show that the second estimator is able to identify the underlying true model structure correctly. The convergence rate of the new estimator is established as well.


2019 ◽  
Vol 139 ◽  
pp. 1-13 ◽  
Author(s):  
Jun Lu ◽  
Xuehu Zhu ◽  
Lu Lin ◽  
Lixing Zhu

Author(s):  
Takayuki Iguchi ◽  
Andrés F. Barrientos ◽  
Eric Chicken ◽  
Debajyoti Sinha

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