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Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model - MaRDI portal

Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model (Q1615234)

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scientific article; zbMATH DE number 6970957
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Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
scientific article; zbMATH DE number 6970957

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    Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model (English)
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    2 November 2018
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    heteroscedasticity
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    variable selection
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    estimating equations
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    efficient score function
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    oracle property
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