Efficient estimates in semiparametric additive regression models with unknown error distribution

DOI10.1214/AOS/1176348675MaRDI QIDQ1193371zbMATH OpenOpenAlexFDO

Authors Jack Cuzick

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1214/aos/1176348675

zbMATH Keywords

linear modelssemiparametric additive modelsemiparametric regressionefficient estimatorsgeneral error distributions with finite Fisher informationHájek-Le Cam lower bound

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

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• The transfer principle: a tool for complete case analysis
• Semi-parametric regression: efficiency gains from modeling the nonparametric part
• Robust signed-rank estimation and variable selection for semi-parametric additive partial linear models
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• Difference based estimation for partially linear regression models with measurement errors
• A consistent model specification test for a partial linear model with covariates missing at random
• Efficient estimation in a semiparametric additive regression model with autoregressive errors
• The berry-esseen bounds of error variance estimation in semiparametric regression models
• Large sample theory of the estimation of the error distribution for a semiparametric model
• Precise asymptotics of error variance estimator in partially linear models
• Estimation of a partially linear additive model with generated covariates
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
• Estimation of a semiparametric mixture of regressions model

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