Semiparametric inference in a partial linear model
From MaRDI portal
Publication:1355178
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
asymptotic normalitypartial linear modelsemiparametric inferenceasymptotically efficient estimatorefficient influence function\(M\)-smootherbandwidth-matched \(M\)-estimatoreffective information
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Linear inference, regression (62J99)
Related Items
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
- 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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item