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https://scholarbank.nus.edu.sg/handle/10635/15611
| Title: | On semi-parametric model and subset selection | Authors: | KONG EFANG | Keywords: | subset selection; single-index models | Issue Date: | 10-Nov-2006 | Citation: | KONG EFANG (2006-11-10). On semi-parametric model and subset selection. ScholarBank@NUS Repository. | Abstract: | This thesis focuses on subset selection in linear regression models and single-index models using semi-parametric approach. Conditional heteroscedascity modeling through generalization of ARCH model is also considered. | URI: | http://scholarbank.nus.edu.sg/handle/10635/15611 |
| Appears in Collections: | Ph.D Theses (Open) |
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| dc.pdf | 1.19 MB | Adobe PDF | OPEN | None | View/Download |
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