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

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

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...