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Model Averaging Procedure for Partially Linear Single-index Models()
This paper is concerned with model selection and model averaging procedures for partially linear single-index models. The profile least squares procedure is employed to estimate regression coefficients for the full model and submodels. We show that the estimators for submodels are asymptotically nor...
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| Main Authors: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2013
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4021728/ https://ncbi.nlm.nih.gov/pubmed/24839347 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jspi.2013.05.002 |
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