1. ScholarBank@NUS
  2. 1. Staff
  3. Staff Publications
Please use this identifier to cite or link to this item: https://doi.org/10.1017/S0266466606060531
DC FieldValue
dc.titleAsymptotic distributions for two estimators of the single-index model
dc.contributor.authorXia, Y.
dc.date.accessioned2014-10-28T05:10:20Z
dc.date.available2014-10-28T05:10:20Z
dc.date.issued2006-12
dc.identifier.citationXia, Y. (2006-12). Asymptotic distributions for two estimators of the single-index model. Econometric Theory 22 (6) : 1112-1137. ScholarBank@NUS Repository. https://doi.org/10.1017/S0266466606060531
dc.identifier.issn02664666
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105021
dc.description.abstractThe single-index model is one of the most popular semiparametric models in applied quantitative sciences. Two new estimation methods have been proposed recently by Hristache, Juditski, and Spokoiny (2001, Annals of Statistics 29, 595-623) and Xia, Tong, Li, and Zhu (2002, Journal of the Royal Statistical Society, Series B 64, 363-410), respectively. However, their asymptotic distributions have not been investigated yet. In this paper, alternative versions for the methods are investigated. Asymptotic distributions of the estimators are derived. Efficiency comparisons between the estimation methods are made. © 2006 Cambridge University Press.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1017/S0266466606060531
dc.sourceScopus
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.1017/S0266466606060531
dc.description.sourcetitleEconometric Theory
dc.description.volume22
dc.description.issue6
dc.description.page1112-1137
dc.identifier.isiut000241529300005
Appears in Collections:Staff Publications

Show simple item record
Files in This Item:
There are no files associated with this item.

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.