Estimation for a partially linear single-index varying-coefficient model

DOI10.1080/03610918.2019.1680691OpenAlexW2981393251WikidataQ126992128 ScholiaQ126992128MaRDI QIDQ5082924

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Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1680691

zbMATH Keywords

asymptotic normalitylocal linear smoothingpartial linear single-index varying-coefficient modelstepwise estimation procedure

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Penalized estimation of a class of single‐index varying‐coefficient models for integrative genomic analysis ⋮ Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables

Cites Work

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• Efficient estimation for semivarying-coefficient models
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• Functional-Coefficient Regression Models for Nonlinear Time Series

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