| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525804 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
In this paper, we propose shrinkage estimation for partially linear single-index models. A profile least squares approximation is used to estimate the model parameters and select informative variables simultaneously. The resulting estimator is shown to be consistent and to enjoy the oracle properties.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Qin Wang, Rongning Wu,