TY - JOUR
T1 - Efficient estimation for the heteroscedastic single-index varying coefficient models
AU - Lai, Peng
AU - Zhang, Qingzhao
AU - Lian, Heng
AU - Wang, Qihua
PY - 2016/3/1
Y1 - 2016/3/1
N2 - We propose a semiparametric estimator for the heteroscedastic single-index varying coefficient model. The estimator is proved to attain the semiparametric efficiency bound. Some simulation studies and a real data application are conducted to evaluate the proposed methods.
AB - We propose a semiparametric estimator for the heteroscedastic single-index varying coefficient model. The estimator is proved to attain the semiparametric efficiency bound. Some simulation studies and a real data application are conducted to evaluate the proposed methods.
KW - Efficiency
KW - Estimating equation
KW - Semiparametric efficiency bound
KW - Single-index varying coefficient model
UR - http://www.scopus.com/inward/record.url?scp=84951311040&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-84951311040&origin=recordpage
U2 - 10.1016/j.spl.2015.12.005
DO - 10.1016/j.spl.2015.12.005
M3 - RGC 21 - Publication in refereed journal
SN - 0167-7152
VL - 110
SP - 84
EP - 93
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
ER -