Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
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DOI: 10.1016/j.csda.2013.09.012
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References listed on IDEAS
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Cited by:
- Peirong Xu & Jun Zhang & Xingfang Huang & Tao Wang, 2016. "Efficient estimation for marginal generalized partially linear single-index models with longitudinal data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(3), pages 413-431, September.
- Lai, Peng & Zhang, Qingzhao & Lian, Heng & Wang, Qihua, 2016. "Efficient estimation for the heteroscedastic single-index varying coefficient models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 84-93.
- Peng Lai & Fangjian Wang & Tingyu Zhu & Qingzhao Zhang, 2021. "Model identification and selection for single-index varying-coefficient models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(3), pages 457-480, June.
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Keywords
Heteroscedasticity; Variable selection; Estimating equations; Efficient score function; Oracle property;All these keywords.
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