Efficient penalized estimating method in the partially varying-coefficient single-index model
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Publication:1931862
DOI10.1016/j.jmva.2012.07.011zbMath1255.62056OpenAlexW2010532604MaRDI QIDQ1931862
Bingqing Lin, Zhen Pang, Fan Feng, Zhen-Sheng Huang
Publication date: 16 January 2013
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.07.011
least-squares methodSCADvarying-coefficient single-index modelreparametrization methodpenalized estimating equations
Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Monte Carlo methods (65C05)
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