New estimation and inference procedures for a single-index conditional distribution model (Q444982)
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scientific article; zbMATH DE number 6071646
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| English | New estimation and inference procedures for a single-index conditional distribution model |
scientific article; zbMATH DE number 6071646 |
Statements
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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0.8013455867767334
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0.7962860465049744
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0.7827834486961365
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0.7804306745529175
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0.7798764109611511
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