Xu, Peirong; Zhu, Lixing - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 285-299
In this paper, we suggest an estimating equations based approach to study a general single-index model with a given out-layer link for longitudinal data and treat the classical one as its special case. Within a wide range of bandwidths which is for estimating the inner-layer nonparametric link,...