Root-n-consistent and efficient estimation in semiparametric additive regression models

DOI10.1016/0167-7152(95)00200-6MaRDI QIDQ1129459zbMATH OpenOpenAlexFDO

Authors Anton Schick

Publication date 6 January 1999

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

Full work available at URL https://doi.org/10.1016/0167-7152(95)00200-6

zbMATH Keywords

least dispersed regular estimatorleast squares spline estimatorsemiparametric additive regression model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A two-stage spline smoothing method for partially linear models
• Achieving information bounds in non and semiparametric models
• Addendum to ``A third-order optimum property of the maximum likelihood estimator
• Convergence rates for parametric components in a partly linear model
• Convergence rates for partially splined models
• Correction to ``A note on the construction of asymptotically linear estimators
• Correction to: On efficient estimation in regression models
• Efficient estimates in semiparametric additive regression models with unknown error distribution
• scientific article; zbMATH DE number 4011660 (Why is no real title available?)
• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
• scientific article; zbMATH DE number 410141 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• Information and asymptotic efficiency in parametric-nonparametric models
• On adaptive estimation
• On asymptotically efficient estimation in semiparametric models
• On efficient estimation in regression models
• On uniform approximation by splines
• Root-N-Consistent Semiparametric Regression

Cited in

(15)

• Efficient estimates in semiparametric additive regression models with unknown error distribution
• On efficient estimation in regression models
• Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
• An efficient marginal integration estimator of a semiparametric additive modelling
• Tests against inequality constraints in semiparametric models
• On the root-n-consistent semiparametric estimation of partially linear models
• Testing for additivity in partially linear regression with possibly missing responses
• Root-N-Consistent Semiparametric Regression
• On partial linear additive isotonic regression
• scientific article; zbMATH DE number 410141 (Why is no real title available?)
• On the construction of efficient estimators in semiparametric models
• Low dimensional semiparametric estimation in a censored regression model
• Goodness-of-fit tests in semi-linear models
• Some developments in semiparametric statistics
• The transfer principle: a tool for complete case analysis

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