New estimation and inference procedures for a single-index conditional distribution model (Q444982)

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New estimation and inference procedures for a single-index conditional distribution model
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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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