Estimation for single-index and partially linear single-index integrated models
نویسندگان
چکیده
منابع مشابه
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 show that the resulting SCAD estimators are consistent and possess the oracle property. Subsequen...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2016
ISSN: 0090-5364
DOI: 10.1214/15-aos1372