A robust and efficient estimation method for single-index varying-coefficient models

Hu Yang; Chaohui Guo; Jing Lv

doi:10.1016/j.spl.2014.07.011

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A robust and efficient estimation method for single-index varying-coefficient models

Hu Yang Chaohui Guo Jing Lv

Year: 2014 Journal: Statistics & Probability Letters Vol: 94 Pages: 119-127 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2014.07.011

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Keywords:

Mathematics Estimator Robustness (evolution) Single-index model Modal Applied mathematics Index (typography) Asymptotic distribution Statistics Mathematical optimization Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Monetary Policy and Economic Impact

Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

A robust and efficient estimation method for single-index varying-coefficient models

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