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| HAL: hal-00458962, version 1 |
| DOI: 10.1016/j.jspi.2004.09.006 |
| Detailed view |  Export this paper |
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| Journal of Statistical Planning and Inference 136, 3 (2006) 730-769 |
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| On semiparametric M-estimation in single-index regression |
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| Michel Delecroix 1, 2M. Hristache 1 |
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| (2006) |
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| 1: | CREST-ENSAI |
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Centre de Recherche en Economie et Statistique |
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| 2: | Laboratoire de Statistique Théorique et Appliquée (LSTA) |
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Université Pierre et Marie Curie [UPMC] - Paris VI |
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| 3: | Institut de Recherche Mathématique de Rennes (IRMAR) |
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CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| semiparametric M-estimator – single-index model – bandwidth selection – cross-validation – U-processes – semiparametric quasi-likelihood – robustness |
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| hal-00458962, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00458962 | |
| oai:hal.archives-ouvertes.fr:hal-00458962 | |
| From: Marie-Annick Guillemer | |
| Submitted on: Monday, 22 February 2010 18:15:20 | |
| Updated on: Thursday, 25 February 2010 15:12:52 | |
