Feng, Long; Zou, Changliang; Wang, Zhaojun - In: Statistics & Probability Letters 82 (2012) 3, pp. 535-541
This paper is concerned with estimating the coefficients in single-index models. We develop a robust estimator, which combines the ideas of rank-based regression inference and outer product of gradients. Both asymptotic and numerical results show that the proposed procedure has better...