Kernel estimation of a partially linear additive model

DOI10.1016/j.spl.2005.02.005zbMath1075.62031OpenAlexW2172132074MaRDI QIDQ2483871

Dawit Zerom, Sebastiano Manzan

Publication date: 1 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.02.005

zbMATH Keywords

KernelAdditivityPartially linear additive modelSemiparametric efficient

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (18)

Penalized spline estimation in the partially linear model ⋮ Efficient Estimation of an Additive Quantile Regression Model ⋮ Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system ⋮ Efficiency of a Liu-type estimator in semiparametric regression models ⋮ Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data ⋮ GMM estimation of partially linear additive spatial autoregressive model ⋮ Statistical inference on restricted partially linear additive errors-in-variables models ⋮ Empirical likelihood for partially linear additive errors-in-variables models ⋮ A Quantile Regression Model for Time-Series Data in the Presence of Additive Components ⋮ Some uniform consistency results in the partially linear additive model components estimation ⋮ Two-stage estimation and simultaneous confidence band in partially nonlinear additive model ⋮ Estimation of a partially linear additive model with generated covariates ⋮ Liu-type estimator in semiparametric partially linear additive models ⋮ Testing serial correlation in partially linear additive models ⋮ Stochastic restricted estimation in partially linear additive errors-in-variables models ⋮ Statistical Inference on Partially Linear Additive Models with Missing Response Variables and Error-prone Covariates ⋮ A robust spline approach in partially linear additive models ⋮ Statistical inference on semi-parametric partial linear additive models

Cites Work

• The dimensionality reduction principle for generalized additive models
• Additive regression and other nonparametric models
• Direct estimation of low-dimensional components in additive models.
• On the root-\(n\)-consistent semiparametric estimation of partially linear models
• Root-N-Consistent Semiparametric Regression
• Efficiency Bounds for Semiparametric Regression
• Versions of Kernel-Type Regression Estimators
• Unnamed Item
• Unnamed Item

This page was built for publication: Kernel estimation of a partially linear additive model