Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates
Version of Record online: 9 OCT 2012
© 2012 Royal Statistical Society
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Volume 75, Issue 2, pages 305–322, March 2013
How to Cite
Ma, Y. and Zhu, L. (2013), Doubly robust and efficient estimators for heteroscedastic partially linear single-index models allowing high dimensional covariates. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 75: 305–322. doi: 10.1111/j.1467-9868.2012.01040.x
- Issue online: 4 FEB 2013
- Version of Record online: 9 OCT 2012
- [Received November 2010. Final revision May 2012]
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!