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Model Averaging Estimation for Varying-Coefficient Single-Index Models

Yue Liu, Jiahui Zou, Shangwei Zhao, Qinglong Yang

2021Journal of Systems Science and Complexity13 citationsDOI

Topics & Concepts

Model selectionMathematicsIndex (typography)EstimationStatisticsMean squared errorApplied mathematicsSelection (genetic algorithm)Computer scienceArtificial intelligenceEngineeringSystems engineeringWorld Wide WebStatistical Methods and InferenceMonetary Policy and Economic ImpactFuzzy Systems and Optimization
Model Averaging Estimation for Varying-Coefficient Single-Index Models | Litcius