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- W2978995964 abstract "This paper studies the re-adjustedcross-validation method and a semiparametric regression model called the varying indexcoefficient model. We use the profile spline modal estimator method to estimatethe coefficients of the parameter part of the Varying Index Coefficient Model(VICM), while the unknown function part uses the B-spline to expand. Moreover,we combine the above two estimation methods under the assumption ofhigh-dimensional data. The results of data simulation and empirical analysisshow that for the varying index coefficient model, the re-adjustedcross-validation method is better in terms of accuracy and stability thantraditional methods based on ordinary least squares." @default.
- W2978995964 created "2019-10-10" @default.
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- W2978995964 date "2019-01-01" @default.
- W2978995964 modified "2023-10-18" @default.
- W2978995964 title "Variance Estimation for High-Dimensional Varying Index Coefficient Models" @default.
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- W2978995964 doi "https://doi.org/10.4236/ojs.2019.95037" @default.
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