An efficient marginal integration estimator of a semiparametric additive modelling

DOI10.1016/J.SPL.2004.06.041MaRDI QIDQ1771486zbMATH OpenOpenAlexFDO

Authors Ignacio Moral, Juan Rodriguez-Poo

Publication date 21 April 2005

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

Full work available at URL https://doi.org/10.1016/j.spl.2004.06.041

zbMATH Keywords

Marginal integration techniquesRoot-n consistent semiparametric estimatorSemiparametric additive model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Additive time series: The kernel integration method
• Choosing the Number of Instruments
• Direct estimation of low-dimensional components in additive models.
• EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
• Efficient Instrumental Variables Estimation of Nonlinear Models
• Estimation of additive regression models with known links
• Estimation of Derivatives for Additive Separable Models
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• On adaptive estimation
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
• Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
• Root-N-Consistent Semiparametric Regression
• Versions of Kernel-Type Regression Estimators

Cited in

(14)

• Improving efficient marginal estimators in bivariate models with parametric marginals
• Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
• Partial and recombined estimators for nonlinear additive models
• Marginal integration \(M\)-estimators for additive models
• Direct estimation of low-dimensional components in additive models.
• Kernel estimation of a partially linear additive model
• Estimation in additive Cox models by marginal integration
• Efficient semiparametric estimation in generalized partially linear additive models
• Rate optimal estimation with the integration method in the presence of many covariates
• A semiparametric analysis of gasoline demand in the United States reexamining the impact of price
• Miscellanea. Efficient estimation of additive nonparametric regression models
• Semi-parametric regression: efficiency gains from modeling the nonparametric part
• Nonparametric and Semiparametric Estimation of Additive Models with Both Discrete and Continuous Variables under Dependence
• Estimating generalized semiparametric additive models using parameter cascading

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