Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear

来源 :The Third IMS-China International Conference on Statistics a | 被引量 : 0次 | 上传用户：shcxd

【摘要】

：

　　In this paper, we develop an efficient estimating equations procedure for performing variable selection and defining semiparametric efficient estimates simu

【作者】

：

Peng Lai Qihua Wang Xiao-Hua Zhou

【机构】

：

AcademyofMathematicsandSystemsScienceChineseAcademyofSciences,Beijing100190,China.DepartmentofBiosta

【出处】

：

The Third IMS-China International Conference on Statistics a

【发表日期】

：

2011年7期

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　　In this paper, we develop an efficient estimating equations procedure for performing variable selection and defining semiparametric efficient estimates simultaneously for the heteroscedastic partially linear single-index model.The estimating equations are developed based on the smooth threshold estimating equations due to Ueki (2009) by using the efficient score function of partially linear single-index models.

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Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear

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