Models with single-index structures are among the many existing popular semiparametric approaches for either the conditional mean or the conditional variance. This paper focuses on a single-index ...

Beta Regression: A regression model tailored for response variables bounded between 0 and 1, utilising the beta distribution to capture the underlying variability.

This paper considers an empirical likelihood method to estimate the parameters of the quantile regression (QR) models and to construct confidence regions that are accurate in finite samples. To ...