Estimating directions in extending generalized partially linear single-index models

被引：5
|
作者：
Yin, Xiangrong
Zhu, Lixing
机构：
[1] Univ Georgia, Dept Stat, Athens, GA 30602 USA
[2] Hong Kong Baptist Univ, Dept Math, Beijing, Peoples R China
[3] Renmin Univ China, Sch Stat, Beijing, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS | 2007年 / 16卷 / 02期
关键词：
central mean subspace; central subspace; dimension-reduction subspaces;
D O I：
10.1198/106186007x204140
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This article develops an estimation method for generalized partially linear single-index models that can be extended to multi-index models that deal with two sets of predictors. We provide theoretical justification for the method. Illustrative examples are also presented.
引用
收藏
页码：330 / 349
页数：20
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