Efficient estimation in single index models through smoothing splines
نویسندگان
چکیده
منابع مشابه
Efficient Estimation in Single Index Models through Smoothing splines
We consider estimation and inference in a single index regression model with an unknown but smooth link function. In contrast to the standard approach of using kernel methods, we use smoothing splines to estimate the smooth link function. We develop a method to compute the penalized least squares estimators (PLSEs) of the parametric and the nonparametric components given independent and identic...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2020
ISSN: 1350-7265
DOI: 10.3150/19-bej1183