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Model Averaging Estimation for Varying-Coefficient Single-Index Models |
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| Authors: | Liu Yue Zou Jiahui Zhao Shangwei Yang Qinglong |
| Institution: | 1.School of Statistics, Jiangxi University of Finance and Economics, Nanchang, 330013, China ;2.School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing, 100049, China ;3.Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China ;4.School of Science, Minzu University of China, Beijing, 100081, China ;5.School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, 430073, China ; |
| Abstract: | Journal of Systems Science and Complexity - The varying-coefficient single-index model (VCSIM) is widely used in economics, statistics and biology. A model averaging method for VCSIM based on a... |
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