| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7549140 | Statistics & Probability Letters | 2016 | 19 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Peng Lai, Qingzhao Zhang, Heng Lian, Qihua Wang,