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...