An efficient estimating equations procedure is developed for performing variable selection and defining semiparametric efficient estimates simultaneously for the heteroscedastic partially linear single-index model. The estimating equations are proposed based on the smooth threshold estimating...

In this paper, we investigate the variable selection problem for recurrent event data under the additive rate model. According to the explicit estimator of the regression coefficients of the additive rate model, a loss function is constructed. It has a form similar to the ordinary least squares...

In this paper, we present an estimation approach based on generalized estimating equations and a variable selection procedure for single-index models when the observed data are clustered. Unlike the case of independent observations, bias-correction is necessary when general working correlation...