Estimation and Inference for Spatio-Temporal Single-Index Models

Estimation and Inference for Spatio-Temporal Single-Index Models

To better fit the actual data, this paper will consider both spatio-temporal correlation and heterogeneity to build the model. In order to overcome the “curse of dimensionality” problem in the nonparametric method, we improve the estimation method of the single-index model and combine it with the co...

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Bibliographic Details
Main Authors: Hongxia Wang, Zihan Zhao, Hongxia Hao, Chao Huang
Format: Article
Language:English
Published: MDPI AG 2023-10-01
Series:Mathematics
Subjects:
spatio-temporal correlation
spatio-temporal heterogeneity
reweighting estimation
local linear method
single-index models
Online Access:https://www.mdpi.com/2227-7390/11/20/4289

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