Quasi-Likelihood Regression with Multiple Indices and Smooth Link and Variance Functions
نویسندگان
چکیده
منابع مشابه
Quasi-Likelihood Regression with Multiple Indices and Smooth Link and Variance Functions
A flexible semi-parametric regression model is proposed for modeling the relationship between a response and multivariate predictor variables. The proposed multiple-index model with unknown link and variance functions is an extension of the single index model of Chiou & Müller (1998). The unknown functions are assumed to be smooth and are estimated nonparametrically. We propose data-adaptive me...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2004
ISSN: 0303-6898,1467-9469
DOI: 10.1111/j.1467-9469.2004.02-117.x