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Persistent link: https://www.econbiz.de/10008384713
In this paper, penalized estimating equations are proposed to estimate the index parametric components, which is of primary interest, in the partially varying-coefficient single-index models (PVCSIMs). Although some procedures have been developed to estimate the index parameter in PVCSIM, the...
Persistent link: https://www.econbiz.de/10010594238