Efficient inferences on the varying-coefficient single-index model with empirical likelihood
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Publication:1927227
DOI10.1016/j.csda.2012.03.024zbMath1255.62090OpenAlexW2031438455MaRDI QIDQ1927227
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2012.03.024
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Related Items (2)
Nonparametric estimation of varying-coefficient single-index models ⋮ Estimation for partially varying-coefficient single-index models with distorted measurement errors
Cites Work
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- Semi-parametric estimation of partially linear single-index models
- Cross-validated estimations in the single-functional index model
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Sliced Inverse Regression for Dimension Reduction
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Generalized Partially Linear Single-Index Models
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
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