7 citations · 10 across the 3 of their papers we have counts for
3 papers
stat.ME2008★ 3 cited
Quantile Estimation of A general Single-Index Model
Efang Kong, Yingcun Xia
The single-index model is one of the most popular semiparametric models in Econometrics. In this paper, we define a quantile regression single-index model, which includes the singl…
math.ST2007
Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model
Efang Kong, Oliver Linton, Yingcun Xia
We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mixing stationary processes . We establish a strong…
math.ST2007★ 7 cited
A Constructive Approach to the Estimation of Dimension Reduction Directions
Yingcun Xia
In this paper, we propose two new methods to estimate the dimension-reduction directions of the central subspace (CS) by constructing a regression model such that the directions ar…