Predictive functional linear models with diverging number of semiparametric single-index interactions

DOI10.1016/j.jeconom.2021.03.010OpenAlexW3158456448WikidataQ114161722 ScholiaQ114161722MaRDI QIDQ2171997

Yanghui Liu, Yehua Li, Naisyin Wang, Raymond J. Carroll

Publication date: 14 September 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.03.010

zbMATH Keywords

kernel smoothingdimension reductioninteractionsemiparametricfunctional data analysis

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• fda (R)

Cites Work

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