Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
Generalized single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and finan- cial econometrics. Estimating and testing the...