Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates.
- DOI
- 10.1111/j.1467-9868.2012.01040.x
- Published
- 2013 Mar
- Container
- Journal of the Royal Statistical Society. Series B, Statistical methodology
- Publisher
- Not recorded
- Open access
- yes
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Cite this work
BibTeX
@article{allodium:10.1111/j.1467-9868.2012.01040.x,
title = {Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates.},
author = {Ma Y and Zhu L},
year = {2013},
journal = {Journal of the Royal Statistical Society. Series B, Statistical methodology},
doi = {10.1111/j.1467-9868.2012.01040.x},
url = {https://doi.org/10.1111/j.1467-9868.2012.01040.x}
}RIS
TY - JOUR TI - Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates. AU - Ma Y AU - Zhu L PY - 2013 JO - Journal of the Royal Statistical Society. Series B, Statistical methodology DO - 10.1111/j.1467-9868.2012.01040.x UR - https://doi.org/10.1111/j.1467-9868.2012.01040.x ER -
APA
Y, M., & L, Z. (2013). Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates.. Journal of the Royal Statistical Society. Series B, Statistical methodology. https://doi.org/10.1111/j.1467-9868.2012.01040.x
Source records
- pubmed · retrieved 2026-09-26T21:20:59.454Z
- europe-pmc · retrieved 2026-09-26T21:20:59.477Z