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Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates
We study the heteroscedastic partially linear single-index model with an unspecified error variance function, which allows for high dimensional covariates in both the linear and the single-index components of the mean function. We propose a class of consistent estimators of the parameters by using a...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
2013
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| Assuntos: | |
| Acceso en liña: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3747813/ https://ncbi.nlm.nih.gov/pubmed/23970823 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/j.1467-9868.2012.01040.x |
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