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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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2013
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| 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 |