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SiAM: A Hybrid of Single Index Models and Additive Models

While popular, single index models and additive models have potential limitations, a fact that leads us to propose SiAM, a novel hybrid combination of these two models. We first address model identifiability under general assumptions. The result is of independent interest. We then develop an estimat...

Täydet tiedot

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Bibliografiset tiedot
Julkaisussa:Electron J Stat
Päätekijät: Ma, Shujie, Lian, Heng, Liang, Hua, Carroll, Raymond J.
Aineistotyyppi: Artigo
Kieli:Inglês
Julkaistu: 2017
Aiheet:
Linkit:https://ncbi.nlm.nih.gov/pmc/articles/PMC5669139/
https://ncbi.nlm.nih.gov/pubmed/29104711
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/17-EJS1291
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