Efficient estimation for the heteroscedastic single-index varying coefficient models

Peng Lai; Qingzhao Zhang; Heng Lian; Qihua Wang

doi:10.1016/j.spl.2015.12.005

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Efficient estimation for the heteroscedastic single-index varying coefficient models

Peng Lai Qingzhao Zhang Heng Lian Qihua Wang

Year: 2015 Journal: Statistics & Probability Letters Vol: 110 Pages: 84-93 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2015.12.005

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Keywords:

Heteroscedasticity Estimator Mathematics Index (typography) Statistics Semiparametric regression Econometrics Estimation Single-index model Semiparametric model Applied mathematics Computer science

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Statistical Methods and Inference

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Efficient estimation for the heteroscedastic single-index varying coefficient models

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