Qian Jiang

affiliation not provided to SSRN

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Scholarly Papers (1)

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On a Principal Varying Coefficient Model

Number of pages: 41 Posted: 06 Oct 2012
affiliation not provided to SSRN, Peking University - Guanghua School of Management, National University of Singapore (NUS) and Peking University - Guanghua School of Management
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Abstract:

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local linear estimator, L1-penalty, principal function, profile least-squares estimation, semi-varying coefficient model, varying coefficient model