Presents a unified iterative P-spline estimator for GPLSIAMs that dynamically updates single-index boundaries via model matrices and the penalized Fisher information, yielding stable recovery and large speed gains over two-step methods.
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Stable direct estimation for GPLSIAMs using P-splines with dynamically updated boundaries
Presents a unified iterative P-spline estimator for GPLSIAMs that dynamically updates single-index boundaries via model matrices and the penalized Fisher information, yielding stable recovery and large speed gains over two-step methods.