Model detection and estimation for single-index varying coefficient model

Sanying Feng; Liugen Xue

doi:10.1016/j.jmva.2015.03.008

ScienceGate Book Chapters

JOURNAL ARTICLE

Model detection and estimation for single-index varying coefficient model

Sanying Feng Liugen Xue

Year: 2015 Journal: Journal of Multivariate Analysis Vol: 139 Pages: 227-244 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2015.03.008

Get Full-Text PDF Get Analytical Report

Keywords:

Mathematics Estimator Curse of dimensionality Applied mathematics Asymptotic distribution Nonparametric statistics Monte Carlo method Univariate Parametric statistics Single-index model Parametric model Semiparametric model Linear model Nonlinear system Dimension (graph theory) Multivariate statistics Statistics Mathematical optimization

Metrics

Cited By

2.59

FWCI (Field Weighted Citation Impact)

Refs

0.88

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Model detection and estimation for single-index varying coefficient model

Metrics

Citation History

Topics

Related Documents

Estimation in functional single-index varying coefficient model

Varying-coefficient single-index model

Estimation in single-index varying-coefficient panel data model

Semiparametric estimation of the single-index varying-coefficient model

Model Averaging Estimation for Varying-Coefficient Single-Index Models