Semiparametric single-index regression involves an unknown finite dimensional parameter and an unknown (link) function. We consider estimation of the parameter via the pseudo maximum likelihood method. For this purpose we estimate the conditional density of the response given a candidate index...

Models are studied where the response Y and covariates X, T are assumed to fulfill E(Y|X; T) = G{XT Ø + » + m1(T1) + … + md(Td)}. Here G is a known (link) function, Ø is an unknown parameter, and m1, …, md are unknown functions. In particular, we consider additive binary response models...

The testing of a computing model for a stationary time series is a standard task in statistics. When a parametric approach is used to model the time series, the question of goodness-of-fit arises. In this paper, we employ the empirical likelihood for an a-mixing process and formulate a statistic...