Single-Index Models

  • Joel L. Horowitz
Part of the Springer Series in Statistics book series (SSS)

This chapter describes single-index models for conditional mean and quantile functions. Single-index models relax some of the restrictive assumptions of familiar parametric models, such as linear models and binary probit or logit models.


Asymptotic Distribution Consistent Estimator Kernel Estimator Nonparametric Estimator Asymptotic Efficiency 
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Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  1. 1.Department of EconomicsNorthwestern UniversityEvanstonUSA

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