Model structure selection in single-index-coefficient regression models
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DOI: 10.1016/j.jmva.2013.12.006
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Citations
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Cited by:
- Chaohui Guo & Hu Yang & Jing Lv, 2018. "Two step estimations for a single-index varying-coefficient model with longitudinal data," Statistical Papers, Springer, vol. 59(3), pages 957-983, September.
- Jiang, Rong & Qian, Wei-Min, 2016. "Quantile regression for single-index-coefficient regression models," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 305-317.
- Feng, Sanying & Xue, Liugen, 2015. "Model detection and estimation for single-index varying coefficient model," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 227-244.
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Keywords
Delete-one-component method; Goodness-of-fit test; Penalized estimating equations (PEE); Single-index models; Varying coefficient models; Variable selection;All these keywords.
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