A robust and efficient estimation and variable selection method for partially linear single-index models

Hu Yang; Jing Yang

doi:10.1016/j.jmva.2014.04.024

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A robust and efficient estimation and variable selection method for partially linear single-index models

Hu Yang Jing Yang

Year: 2014 Journal: Journal of Multivariate Analysis Vol: 129 Pages: 227-242 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2014.04.024

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Keywords:

Mathematics Estimator Asymptotic distribution Outlier Parametric statistics Mean squared error Nonparametric regression Nonparametric statistics Applied mathematics Mathematical optimization Statistics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Spatial and Panel Data Analysis

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

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

A robust and efficient estimation and variable selection method for partially linear single-index models

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