High-Dimensional Statistics: Non-Parametric Generalized Functional Partially Linear Single-Index Model
High-Dimensional Statistics: Non-Parametric Generalized Functional Partially Linear Single-Index Model
We study the non-parametric estimation of partially linear generalized single-index functional models, where the systematic component of the model has a flexible functional semi-parametric form with a general link function. We suggest an efficient and practical approach to estimate (I) the single-index link function, (II) the single-index coefficients as well …