Semi-parametric estimation of partially linear single-index models

Yingcun Xia; Wolfgang Karl Härdle

doi:10.1016/j.jmva.2005.11.005

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Semi-parametric estimation of partially linear single-index models

Yingcun Xia Wolfgang Karl Härdle

Year: 2006 Journal: Journal of Multivariate Analysis Vol: 97 (5)Pages: 1162-1184 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2005.11.005

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Keywords:

Estimator Mathematics Smoothing Single-index model Parametric statistics Series (stratigraphy) Applied mathematics Variance (accounting) Parametric model Mathematical optimization Index (typography) Nonparametric statistics Algorithm Statistics Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Semi-parametric estimation of partially linear single-index models

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