New estimation and inference procedures for a single-index conditional distribution model (Q444982)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: New estimation and inference procedures for a single-index conditional distribution model |
scientific article; zbMATH DE number 6071646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New estimation and inference procedures for a single-index conditional distribution model |
scientific article; zbMATH DE number 6071646 |
Statements
New estimation and inference procedures for a single-index conditional distribution model (English)
0 references
24 August 2012
0 references
adaptive lasso
0 references
cross-validation
0 references
curse of dimensionality
0 references
multi-stage adaptive lasso
0 references
naive bootstrap
0 references
oracle properties
0 references
single-index
0 references
pseudo least integrated squares estimator
0 references
pseudo least squares estimator
0 references
pseudo maximum likelihood estimator
0 references
random weighted bootstrap
0 references
residual process
0 references
