New estimation and inference procedures for a single-index conditional distribution model (Q444982): Difference between revisions
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Latest revision as of 17:47, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New estimation and inference procedures for a single-index conditional distribution model |
scientific article |
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New estimation and inference procedures for a single-index conditional distribution model (English)
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24 August 2012
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adaptive lasso
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cross-validation
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curse of dimensionality
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multi-stage adaptive lasso
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naive bootstrap
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oracle properties
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single-index
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pseudo least integrated squares estimator
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pseudo least squares estimator
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pseudo maximum likelihood estimator
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random weighted bootstrap
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residual process
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