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Least-squared method 1 Penalized estimating equations 1 Reparametrization method 1 SCAD 1 Varying-coefficient single-index model 1
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Feng, Fan 1 Huang, Zhensheng 1 Lin, Bingqing 1 Pang, Zhen 1
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Journal of Multivariate Analysis 1
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Did you mean: subject:"least-squares method" (2,431 results)
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Efficient penalized estimating method in the partially varying-coefficient single-index model
Huang, Zhensheng; Lin, Bingqing; Feng, Fan; Pang, Zhen - In: Journal of Multivariate Analysis 114 (2013) C, pp. 189-200
In this paper, penalized estimating equations are proposed to estimate the index parametric components, which is of primary interest, in the partially varying-coefficient single-index models (PVCSIMs). Although some procedures have been developed to estimate the index parameter in PVCSIM, the...
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