Title :
Criteria for single index parameter estimation
Author_Institution :
IRISA, Rennes, France
Abstract :
A method for estimating single index model parameters is proposed in this paper. The estimation is performed without explicitly estimating the unknown nonlinear function in single index models, and is thus computationally efficient
Keywords :
optimisation; parameter estimation; statistical analysis; multivariable regression; nonlinear function; optimisation; parameter estimation; single index model; Kernel; Parameter estimation;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.758692