Single-index coefficient models for nonlinear time
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期刊名称： Journal of Nonparametric Statistics
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作者： Tracy Z. Wu,Haiqun Lin,Yan Yu
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作者机构： JPMorgan Cha Bank,Biostatistics, Business Analyticsipart
年份： 2011年
期号： 第1-2期
6年级上册英语关键词： dimension reduction; forecasting; multivariate; PS; smoothing
parameter; varying- coefficient model
摘要：The single-index coefficient model, where the coefficients are functions of an index of a covariat
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