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...

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Bibliographic Details
Main Authors: Ming-Yueh Huang, 黃名鉞
Other Authors: Chin-Tsang Chiang
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/55967368798833889826