| HAL-Inria | Publications, software ... of Inria's scientists |
Reports
Direct Estimation of the Index Coefficients in a Single-index Model
Abstract : We propose a new method of estimating the index coefficients in a single index model. It is based on iterative improvement of the average derivative estimator. The resulting estimate is $\sqrt{n}$--consistent under mild assumptions on the model.
https://hal.inria.fr/inria-00073257
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 12:21:38 PM
Last modification on : Monday, February 10, 2020 - 4:36:45 PM
Long-term archiving on: : Sunday, April 4, 2010 - 11:39:56 PM
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 12:21:38 PM
Last modification on : Monday, February 10, 2020 - 4:36:45 PM
Long-term archiving on: : Sunday, April 4, 2010 - 11:39:56 PM