Two-stage local M-estimation of additive models

DOI10.1007/S11425-007-0173-6zbMath1143.62022OpenAlexW1992892979MaRDI QIDQ946384

Jiancheng Jiang, Jiantao Li

Publication date: 23 September 2008

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-007-0173-6

zbMATH Keywords

two-stage estimatorsorthogonal series estimatorlocal m-estimationone-step approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (3)

Two-stage local rank estimation for generalised partially linear varying-coefficient models ⋮ Empirical likelihood ratio tests for non-nested model selection based on predictive losses ⋮ Variable selection for additive partially linear models with measurement error

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