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ESTIMATION AND TESTING FOR PARTIALLY LINEAR SINGLE-INDEX MODELS
In partially linear single-index models, we obtain the semiparametrically efficient profile least-squares estimators of regression coefficients. We also employ the smoothly clipped absolute deviation penalty (SCAD) approach to simultaneously select variables and estimate regression coefficients. We...
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| Main Authors: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2010
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3102543/ https://ncbi.nlm.nih.gov/pubmed/21625330 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/10-AOS835 |
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