Semiparametric inference in a partial linear model

DOI10.1214/AOS/1034276628zbMath0869.62050OpenAlexW1974625788MaRDI QIDQ1355178

Peng-Liang Zhao, P. K. Bhattacharya

Publication date: 9 September 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1034276628

zbMATH Keywords

asymptotic normalitypartial linear modelsemiparametric inferenceasymptotically efficient estimatorefficient influence function\(M\)-smootherbandwidth-matched \(M\)-estimatoreffective information

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Linear inference, regression (62J99)

Related Items (24)

Estimation for a partial-linear single-index model ⋮ Efficient estimation in models with independence restrictions ⋮ Test for high dimensional regression coefficients of partially linear models ⋮ Statistical inference in the partial linear models with the double smoothing local linear regression method ⋮ On partial linear additive isotonic regression ⋮ Partially linear estimation using sufficient dimension reduction ⋮ Efficient inference in a semiparametric generalised linear model ⋮ Estimation in semi-parametric regression with non-stationary regressors ⋮ Semi-parametric regression: efficiency gains from modeling the nonparametric part ⋮ Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors ⋮ Statistical tests in the partially linear additive regression models ⋮ Moment estimation in a semiparametric generalized linear model ⋮ Semi-parametric models for negative binomial panel data ⋮ Semiparametric Regression in Size-Biased Sampling ⋮ Estimation of the odds-ratio in an observational study using bandwidth-matching ⋮ Semi-functional partial linear regression ⋮ Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models ⋮ Some developments in semiparametric statistics ⋮ The transfer principle: a tool for complete case analysis ⋮ Direct estimation of low-dimensional components in additive models. ⋮ Regularized Semiparametric Model Identification with Application to Nuclear Magnetic Resonance Signal Quantification with Unknown Macromolecular Base-Line ⋮ Statistical inference of partially specified spatial autoregressive model ⋮ Robust inference in partially linear models with missing responses ⋮ Robust Tests in Semiparametric Partly Linear Models

Cites Work

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• Achieving information bounds in non and semiparametric models
• On asymptotically efficient estimation in semiparametric models
• Convergence rates for partially splined models
• Consistent estimation of the influence function of locally asymptotically linear estimators
• A note on the construction of asymptotically linear estimators
• Convergence rates for parametric components in a partly linear model
• Strong uniform consistency rates for estimators of conditional functionals
• On adaptive estimation
• Adaptive \(M\)-estimation in nonparametric regression
• A two-stage spline smoothing method for partially linear models
• On efficient estimation in regression models
• Root-N-Consistent Semiparametric Regression
• Estimates of Location Based on Rank Tests

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