Guo, Xu; Xu, Wangli; Zhu, Lixing - In: Journal of Multivariate Analysis 123 (2014) C, pp. 345-363
This paper considers estimation of the semiparametric multi-index model with missing covariates at random. A weighted … consistency is provided. For the single-index model, the large sample properties show that the estimators with both parametric and …