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Local modal regression
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Oracle property
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Partially linear single-index models
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Robust estimation
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Variable selection
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Yang, Hu
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Journal of Multivariate Analysis
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A robust and efficient estimation and variable selection method for partially linear single-index models
Yang, Hu
;
Yang, Jing
- In:
Journal of Multivariate Analysis
129
(
2014
)
C
,
pp. 227-242
In this paper, a new robust and efficient estimation approach based on
local
modal
regression
is proposed for partially …
Persistent link: https://www.econbiz.de/10010786419
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