B0490
Title: A new estimation procedure for single index models
Authors: Xiangrong Yin - University of Kentucky (United States) [presenting]
Abstract: A novel and effect algorithm is introduced for solving single index models, especially when data has large $p$-small $n$ structure. Implementation and Monte Carlo results as well as a real data analysis are presented. Although we focus on single-index models, extension to multiple index models is also discussed.
