Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models
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Publication:6039860
DOI10.5705/SS.202019.0467OpenAlexW4200532526MaRDI QIDQ6039860
Jin-hong You, Unnamed Author, Yong Zhou, Xin Guan
Publication date: 23 May 2023
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202019.0467
spline approximationvariable selectioninteraction effectsingle-index varying-coefficient regression model
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