Please use this identifier to cite or link to this item: http://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
Source: 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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