Yang, Hu; Guo, Chaohui; Lv, Jing - In: Statistics & Probability Letters 94 (2014) C, pp. 119-127
A new estimation procedure based on modal regression is proposed for single-index varying-coefficient models. The proposed method achieves better robustness and efficiency than that of Xue and Pang (2013). We establish the asymptotic normalities of proposed estimators and evaluate the...