Estimation for a partial-linear single-index model

Annals of Statistics

Volumn 38, Issue 1, 2010, Pages 246-274

  Wang, Jane Ling ^a   Xue, Liugen ^b   Zhu, Lixing ^c   Chong, Yun Sam ^d  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b BEIJING UNIVERSITY OF TECHNOLOGY   (China)

^c HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^d William E Wecker Associates Inc   (United States)

Author keywords

Bandwidth; Dimension reduction; Kernel smoother; Local linear smoothing; Two stage estimation

Indexed keywords

EID: 73949100802     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/09-AOS712     Document Type: Article

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