Efficient estimation in heteroscedastic single-index models (Q5012347)
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scientific article; zbMATH DE number 7389332
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| English | Efficient estimation in heteroscedastic single-index models |
scientific article; zbMATH DE number 7389332 |
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Efficient estimation in heteroscedastic single-index models (English)
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1 September 2021
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heteroscedastic errors
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reweighting estimator
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rMAVE
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single-index models
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0.95266634
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0.93726295
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0.9272758
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0.9256551
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0.9120628
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0.90788895
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0.9076972
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0.9066667
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0.90439177
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