Estimation and testing for partially linear single-index models

Annals of Statistics

Volumn 38, Issue 6, 2010, Pages 3811-3836

  Liang, Hua ^a   Liu, Xiang ^a   Li, Runze ^a   Tsai, Chih Ling ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Efficiency; Hypothesis testing; Local linear regression; Nonparametric regression; Profile likelihood; SCAD

Indexed keywords

EID: 78650114164     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AOS835     Document Type: Article

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