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- W3125777493 abstract "In this paper, a semiparametric single-index model is investigated. The link function is allowed to be unbounded and has unbounded support that answers a pending issue in the literature. Meanwhile, the link function is treated as a point in an infinitely many dimensional function space which enables us to derive the estimates for the index parameter and the link function simultaneously. This approach is different from the profile method commonly used in the literature. The estimator is derived from an optimization with the constraint of identification condition for index parameter, which is a natural way but ignored in the literature." @default.
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- W3125777493 date "2016-01-01" @default.
- W3125777493 modified "2023-09-24" @default.
- W3125777493 title "Another Look at Single-Index Models Based on Series Estimation" @default.
- W3125777493 doi "https://doi.org/10.2139/ssrn.2858624" @default.
- W3125777493 hasPublicationYear "2016" @default.
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