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Supported by the Hangzhou Joint Fund of the Zhejiang Provincial Natural Science Foundation of Chi-na(LHZY24A010002);the MOE Project of Humanities and Social Sciences(21YJCZH235).
High-dimensional heterogeneous data have acquired increasing attention and discussion in the past decade.In the context of heterogeneity,semiparametric regression emerges as a popular method to model this type of data...
Abstract In this paper, the estimation method based on the “generalized profile likelihood” for the conditionally parametric models in the paper given by Severini and Wong (1992) is extended to fixed design semipara...