Huang, Zhensheng; Pang, Zhen; Zhang, Riquan - In: Computational Statistics & Data Analysis 62 (2013) C, pp. 70-82
We study generalized single-index models and propose an efficient equation for estimating the index parameter and unknown link function, deriving a quasi-likelihood-based maximum empirical likelihood estimator (QLMELE) of the index parameter. We then establish an efficient confidence region for...