Identitiability of single-index models and additive-index models

• 成果类型: Article
• 署名作者: Lin, Wei; Kulasekera, K. B.
• 署名单位: University System of Ohio; Ohio University; Clemson University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asm029
• 发表日期: 2007
• 页码: 496501
• 关键词: regression; link

摘要

We provide a proof for the identifiability for both single-index models and partially linear single-index models assuming only the continuity of the regression function, a condition much weaker than the differentiability conditions assumed in the existing literature. Our discussion is then extended to the identifiability of the additive-index models.