Adaptive profile-empirical-likelihood inferences for generalized single-index models

We study generalized single-index models and propose an efficient equation for estimating the index parameter and unknown link function, deriving a quasi-likelihood-based maximum empirical likelihood estimator (QLMELE) of the index parameter. We then establish an efficient confidence region for any...

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Bibliographic Details
Main Authors: Huang, Zhensheng., Pang, Zhen., Zhang, Riquan.
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2013
Subjects:
Online Access:https://hdl.handle.net/10356/96558
http://hdl.handle.net/10220/18078
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Institution: Nanyang Technological University
Language: English