本文对单指标模型的统计推断方法进行了系统阐述,其中包括联系函数和指标系数的估计,经验似然,模型检验和变量选择等。本文的取材来自近二十年来的最新研究成果。
In this paper, we expound the statistical inference for single-index models, including the estimate for link function and index coefficients, empirical likelihood, model check and variable selection, and so on. The matters of this paper come from best new results in recent twenty years.