Browsing by Author "Xia, Yingcun"

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2009-05-13Diskussionspapier

Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator

Xia, Yingcun; Härdle, Wolfgang Karl; Linton, Oliver

In semiparametric models it is a common approach to under-smooth the nonparametric functions in order that estimators of the finite dimensional parameters can achieve root-n consistency. The requirement of under-smoothing ...
2005-10-10Buch

Semi-Parametric Estimation of generalized Partially Linear Single-Index Models

Xia, Yingcun; Härdle, Wolfgang Karl

One of the most di±cult problems in applications of semiparametric generalized partially linear single-index model (GPLSIM) is the choice of pilot estimators and complexity parameters which may result in radically different ...