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Model Averaging Estimation for Varying-Coefficient Single-Index Models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
Authors:  Liu, Yue;  Zou, Jiahui;  Zhao, Shangwei;  Yang, Qinglong
Favorite  |  View/Download:122/0  |  Submit date:2021/06/01
Asymptotic optimality  kernel-local smoothing method  Mallows-type criterion  model averaging  varying-coefficient single-index model  
Efficient estimation for the heteroscedastic single-index varying coefficient models 期刊论文
STATISTICS & PROBABILITY LETTERS, 2016, 卷号: 110, 页码: 84-93
Authors:  Lai, Peng;  Zhang, Qingzhao;  Lian, Heng;  Wang, Qihua
Favorite  |  View/Download:121/0  |  Submit date:2018/07/30
Single-index varying coefficient model  Efficiency  Semiparametric efficiency bound  Estimating equation