Finite Mixture of Heteroscedastic Single-Index Models
نویسندگان
چکیده
منابع مشابه
Single index quantile regression for heteroscedastic data
Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. Linear and nonlinear QR models have been studied extensively, while recent research focuses on the single index quantile regression (SIQR) model. Compared to the single index mean regression problem, the fitting and the asymptotic theory of the SIQR model are more complicated due to...
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ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2012
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2012.21002