Pseudo Least Integrated Squares Estimation For Single-Index Conditional Distribution Models
碩士 === 臺灣大學 === 數學研究所 === 98 === A more flexible single-index regression model is employed to characterize the conditional distribution. For this emiparametric model, a pseudo least integrated squares pproach is developed for the estimation of index oefficients. It is shown in the numerical studies...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/55967368798833889826 |