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This study proposes a novel method for estimation and hypothesis testing in high-dimensional single-index models. We address a common scenario where the sample size and the dimension of regression coefficients are large and comparable.…

Statistics Theory · Mathematics 2024-04-30 Kazuma Sawaya , Yoshimasa Uematsu , Masaaki Imaizumi

In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimation procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the…

Methodology · Statistics 2009-05-14 Jane-Ling Wang , Liugen Xue , Lixing Zhu , Yun Sam Chong

A new single-index model that reflects the time-dynamic effects of the single index is proposed for longitudinal and functional response data, possibly measured with errors, for both longitudinal and time-invariant covariates. With…

Statistics Theory · Mathematics 2011-03-10 Ci-Ren Jiang , Jane-Ling Wang

In the common partially linear single-index model we establish a Bahadur representation for a smoothing spline estimator of all model parameters and use this result to prove the joint weak convergence of the estimator of the index link…

Statistics Theory · Mathematics 2024-07-03 Jiajun Tang , Holger Dette

Estimation mainly for two classes of popular models, single-index and partially linear single-index models, is studied in this paper. Such models feature nonstationarity. Orthogonal series expansion is used to approximate the unknown…

Statistics Theory · Mathematics 2016-01-25 Chaohua Dong , Jiti Gao , Dag Tjøstheim

In medical and biological research, longitudinal data and survival data types are commonly seen. Traditional statistical models mostly consider to deal with either of the data types, such as linear mixed models for longitudinal data, and…

Methodology · Statistics 2021-07-12 Jizi Shangguan

Fully nonparametric methods for regression from functional data have poor accuracy from a statistical viewpoint, reflecting the fact that their convergence rates are slower than nonparametric rates for the estimation of high-dimensional…

Statistics Theory · Mathematics 2012-11-22 Dong Chen , Peter Hall , Hans-Georg Müller

The problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be reformulated as a proxy linear model whose regression…

Statistics Theory · Mathematics 2021-03-02 Hamid Eftekhari , Moulinath Banerjee , Ya'acov Ritov

We show that under a linearity condition on the distribution of the predictors, the coefficient in single-index regression can be estimated with the same efficiency as in the case when the link function is known. Thus, the linearity…

Statistics Theory · Mathematics 2010-01-28 Yongwu Shao , R Dennis Cook , Sanford Weisberg

In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed…

Methodology · Statistics 2016-10-04 Sijia Xiang , Weixin Yao

This article proposes a family of link functions for the multinomial response model. The link family includes the multicategorical logistic link as one of its members. Conditions for the local orthogonality of the link and the regression…

Statistics Theory · Mathematics 2012-11-30 I. Das , S. Mukhopadhyay

We consider estimation and inference in a single index regression model with an unknown but smooth link function. In contrast to the standard approach of using kernels or regression splines, we use smoothing splines to estimate the smooth…

Methodology · Statistics 2019-05-28 Arun Kumar Kuchibhotla , Rohit Kumar Patra

In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized procedure combined with two bias correction methods, resulting…

Methodology · Statistics 2014-02-10 Gaorong Li , Peng Lai , Heng Lian

Network data are often sampled with auxiliary information or collected through the observation of a complex system over time, leading to multiple network snapshots indexed by a continuous variable. Many methods in statistical network…

Methodology · Statistics 2024-07-16 Peter W. MacDonald , Elizaveta Levina , Ji Zhu

For the estimation of cumulative link models for ordinal data, the bias-reducing adjusted score equations in \citet{firth:93} are obtained, whose solution ensures an estimator with smaller asymptotic bias than the maximum likelihood…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis

In this paper, we consider the single-index measurement error model with mismeasured covariates in the nonparametric part. To solve the problem, we develop a simulation-extrapolation (SIMEX) algorithm based on the local linear smoother and…

Methodology · Statistics 2016-11-22 Yiping Yang , Tiejun Tong , Gaorong Li

In the framework of nonparametric multivariate function estimation we are interested in structural adaptation. We assume that the function to be estimated has the "single-index" structure where neither the link function nor the index vector…

Statistics Theory · Mathematics 2013-04-30 Oleg Lepski , Nora Serdyukova

In linear models, omitting a covariate that is orthogonal to covariates in the model does not result in biased coefficient estimation. This in general does not hold for longitudinal data, where additional assumptions are needed to get…

Statistics Theory · Mathematics 2023-05-30 Zhuowei Sun , Hongyuan Cao , Li Chen , Jason P. Fine

A new method is proposed to perform joint analysis of longitudinal and cross-sectional growth data. Clustering is first performed to group similar subjects in cross-sectional data to form a pseudo longitudinal data set, then the pseudo…

Methodology · Statistics 2025-09-24 Long Chen , Ji Chen , Yingchun Zhou

The problem of adaptive multivariate function estimation in the single-index regression model with random design and weak assumptions on the noise is investigated. A novel estimation procedure that adapts simultaneously to the unknown index…

Statistics Theory · Mathematics 2014-01-29 Oleg Lepski , Nora Serdyukova
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