A robust and efficient estimation method for single-index varying-coefficient models
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Publication:467007
DOI10.1016/j.spl.2014.07.011zbMath1301.62040OpenAlexW2045368958MaRDI QIDQ467007
Publication date: 3 November 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.07.011
asymptotic normalityrobust estimationmodal regressionlocal linear smoothingsingle-index varying-coefficient models
Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)
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- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
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