STOKER T M. Consistent estimation of scaled coefficients[J]. Econometrica, 1986, 54(6): 1461-1481.
[2]
HARDLE W, STOKER T M. Investigating smooth multiple regression by the method of average derivatives [J]. Journal of the American Statistical Association, 1989, 84(408): 986-995.
[3]
HARDLE W, TSYBAKOV A B. How sensitive are average derivative[J]. Journal of Econometrics, 1993, 58(1/2): 31-48.
[4]
HRISTACHE M, JUDITSKY A, SPOKOINY V. Direct estimation of the index coefficient in a single-index model[J]. The Annals of Statistics, 2001, 29(3): 595-623.
[5]
POWELL J L, STOCK J H, STOKER T M. Semiparametric estimation of index coefficients [J]. Econometrica, 1989, 57(6): 1403-1430.
[6]
XUE L G, ZHU L X. Empirical likelihood for single-index models[J]. Journal of Multivariate Analysis, 2006, 97(6): 1295-1312.
[7]
ICHIMURA H. Semiparametric least squares (SLS) and weighted SLS estimation of single-index models [J]. Journal of Econometrics, 1993, 58(1/2): 71-120.
[8]
HARDLE W, HALL P, ICHIMURA H. Optimal smoothing in single-index models [J]. The Annals of Statistics, 1993, 21(1): 157-178.
LI Gao-rong, FENG San-ying, XUE Liu-gen. Empirical likelihood confidence regions of the parameters in single index models for longitudinal data[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26 (2): 190-206. (in Chinese)
[11]
LI G R, ZHU L X, XUE L G, et al. Empirical likelihood inference in partially linear single-index models for longitudinal data[J]. Journal of Multivariate Analysis, 2010, 101(3): 718-732.
[12]
YANG S G, XUE L G, LI G R. Simultaneous confidence bands for single-index random effects models with longitudinal data[J]. Statistics and Probability Letters, 2014, 85: 6-14.
[13]
LAI P, LI G R, LIAN H. Quadratic inference functions for partially linear single-index models with longitudinal data[J]. Journal of Multivariate Analysis, 2013, 118: 115-127.
[14]
LIANG K Y, ZEGER S L. Longitudinal data analysis using generalized linear models[J]. Biometrika, 1986, 73(1): 13-22.
[15]
QU A, LINDSAY B G, LI B. Improving generalised estimating equations using quadratic inference functions[J]. Biometrika, 2000, 87(4): 823-836.
[16]
OWEN A. Empirical likelihood ratio confidence intervals for a single function [J]. Biometrika, 1988, 75 (2): 237-249.
[17]
OWEN A. Empirical likelihood for linear models [J]. The Annals of Statistics, 1991, 19(4): 1725-1747.
[18]
FAN J Q, GIJBELS I. Local polynomial modeling and its applications[M]. London: Chapman and Hall, 1996: 57-105 .
[19]
WANG J, XUE L, ZHU L, et al. Estimation for a partial-linear single-index model [J]. The Annals of Statistics, 2010, 38(1): 246-274.