Li, Gao-Rong; Zhu, Li-Ping; Zhu, Li-Xing - In: Journal of Multivariate Analysis 101 (2010) 6, pp. 1364-1377
In this paper we aim to construct adaptive confidence region for the direction of [xi] in semiparametric models of the form Y=G([xi]TX,[epsilon]) where G([dot operator]) is an unknown link function, [epsilon] is an independent error, and [xi] is a pnx1 vector. To recover the direction of [xi],...