Open AccessOptimal Model Averaging for Single-Index Models With Divergent Dimensions
Author(s) -
Jiahui Zou,
Wendun Wang,
Xinyu Zhang,
Guohua Zou
Publication year - 2023
Publication title -
statistica sinica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.24
H-Index - 77
eISSN - 1996-8507
pISSN - 1017-0405
DOI - 10.5705/ss.202022.0321
Subject(s) - index (typography) , single index model , mathematics , statistics , econometrics , computer science , world wide web
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