Xia, Yingcun; Härdle, Wolfgang - Sonderforschungsbereich 373, Quantifikation und … - 2002
One of the most difficult problems in applications of semiparametric generalized partially linear single-index model (GPLSIM) is the choice of pilot estimators and complexity parameters which may result in radically different estimators. Pilot estimators are often assumed to be root-n...
