| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151727 | Statistics & Probability Letters | 2014 | 9 Pages |
Abstract
A new estimation procedure based on modal regression is proposed for single-index varying-coefficient models. The proposed method achieves better robustness and efficiency than that of Xue and Pang (2013). We establish the asymptotic normalities of proposed estimators and evaluate the performance of the proposed method by a numerical simulation.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hu Yang, Chaohui Guo, Jing Lv,