Semi-parametric estimation of partially linear single-index 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: Journal of Multivariate Analysis
سال: 2006
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2005.11.005