Estimating coefficients of single-index regression models by minimizing variation
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DOI: 10.1080/00949655.2017.1390574
Abstract: ABSTRACT This paper proposes a novel estimation of coefficients in single-index regression models. Unlike the traditional average derivative estimation [Powell JL, Stock JH, Stoker TM. Semiparametric estimation of index coefficients. Econometrica. 1989;57(6):1403–1430; Hardle W, Thomas… read more here.
Keywords: index; regression models; coefficients single; index regression ... See more keywords