On Single-Index Coefficient Regression Models

DOI10.2307/2669941zbMath1069.62548OpenAlexW1977285304MaRDI QIDQ4541269

Yingcun Xia, Wai Keung Li

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669941

zbMATH Keywords

Kernel smoothingSingle-index modelVarying-coefficient modelNonparametric time seriesStrongly mixing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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