Estimation and Inference for Spatio-Temporal Single-Index Models

To better fit the actual data, this paper will consider both spatio-temporal correlation and heterogeneity to build the model. In order to overcome the “curse of dimensionality” problem in the nonparametric method, we improve the estimation method of the single-index model and combine it with the co...

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Bibliografske podrobnosti

Principais autores:	Hongxia Wang, Zihan Zhao, Hongxia Hao, Chao Huang
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2023-10-01
Serija:	Mathematics
Teme:	spatio-temporal correlation spatio-temporal heterogeneity reweighting estimation local linear method single-index models
Online dostop:	https://www.mdpi.com/2227-7390/11/20/4289
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