Efficient estimation and variable selection for partially linear single-index-coefficient regression models
نویسندگان
چکیده
منابع مشابه
New Efficient Estimation and Variable Selection Methods for Semiparametric Varying-coefficient Partially Linear Models.
The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the semiparametric varying-coefficient partially linear model. We first study quantile regression estimates for the nonparametric varying-coefficient functions and the...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2019
ISSN: 2383-4757
DOI: 10.29220/csam.2019.26.1.069