Model Averaging Estimation for Varying-Coefficient Single-Index Models

被引:0
|
作者
Liu, Yue [1 ]
Zou, Jiahui [2 ,3 ]
Zhao, Shangwei [4 ]
Yang, Qinglong [5 ]
机构
[1] School of Statistics, Jiangxi University of Finance and Economics, Nanchang,330013, China
[2] School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing,100049, China
[3] Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing,100190, China
[4] School of Science, Minzu University of China, Beijing,100081, China
[5] School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan,430073, China
基金
中国国家自然科学基金;
关键词
53;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:264 / 282
相关论文
共 50 条
  • [1] Model Averaging Estimation for Varying-Coefficient Single-Index Models
    LIU Yue
    ZOU Jiahui
    ZHAO Shangwei
    YANG Qinglong
    Journal of Systems Science & Complexity, 2022, 35 (01) : 264 - 282
  • [2] Model Averaging Estimation for Varying-Coefficient Single-Index Models
    Yue Liu
    Jiahui Zou
    Shangwei Zhao
    Qinglong Yang
    Journal of Systems Science and Complexity, 2022, 35 : 264 - 282
  • [3] Model Averaging Estimation for Varying-Coefficient Single-Index Models
    Liu, Yue
    Zou, Jiahui
    Zhao, Shangwei
    Yang, Qinglong
    JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2022, 35 (01) : 264 - 282
  • [4] Nonparametric estimation of varying-coefficient single-index models
    Kim, Young-Ju
    JOURNAL OF APPLIED STATISTICS, 2015, 42 (02) : 281 - 291
  • [5] Semiparametric estimation of the single-index varying-coefficient model
    Zhao, Yang
    Xue, Liugen
    Feng, Sanying
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (09) : 4311 - 4326
  • [6] Varying-coefficient single-index model
    Wong, Heung
    Ip, Wai-Cheung
    Zhang, Riquan
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2008, 52 (03) : 1458 - 1476
  • [7] ESTIMATION AND INFERENCE FOR DYNAMIC SINGLE-INDEX VARYING-COEFFICIENT MODELS
    Guan, Xin
    Liu, Hua
    You, Jinhong
    Zhou, Yong
    STATISTICA SINICA, 2023, 33 (01) : 85 - 105
  • [8] TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL
    Huang, Zhensheng
    Zhang, Riquan
    JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2010, 47 (02) : 385 - 407
  • [9] Estimation in single-index varying-coefficient panel data model
    Wang, Tonghui
    Wang, Liming
    Zhou, Xian
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (12) : 3864 - 3885
  • [10] Estimation for a partially linear single-index varying-coefficient model
    Zhao, Yang
    Xue, Liugen
    Feng, Sanying
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 51 (04) : 1685 - 1703