Threshold variable selection using nonparametric methods

Threshold variable selection using nonparametric methods

Statistica Sinica

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Bibliographic Details
Main Authors: Xia, Y., Li, W.-K., Tong, H.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Local linear smoother
Nonlinear time series
Single-index coefficient models
Threshold autoregressive (TAR) time series models
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105433
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Institution: National University of Singapore
Description
Summary:Statistica Sinica

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