Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models
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Volume (Year): 61 (2009)
Issue (Month): 4 (December)
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- Shi, Lei & Wang, Xueren, 1999. "Local influence in ridge regression," Computational Statistics & Data Analysis, Elsevier, vol. 31(3), pages 341-353, September.
- Stoker, Thomas M, 1986. "Consistent Estimation of Scaled Coefficients," Econometrica, Econometric Society, vol. 54(6), pages 1461-81, November.
- Xia, Yingcun & Härdle, Wolfgang, 2006. "Semi-parametric estimation of partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1162-1184, May.
- Yu Y. & Ruppert D., 2002. "Penalized Spline Estimation for Partially Linear Single-Index Models," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1042-1054, December.
- C. Kwan & W. Fung, 1998. "Assessing local influence for specific restricted likelihood: Application to factor analysis," Psychometrika, Springer, vol. 63(1), pages 35-46, March.
- Prasad Naik & Chih-Ling Tsai, 2000. "Partial least squares estimator for single-index models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 763-771.
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