Efficient estimation and computation for the generalised additive models with unknown link function
DOI10.1016/j.jeconom.2017.11.001zbMath1394.62047OpenAlexW2770732279MaRDI QIDQ1652955
Huazhen Lin, Wenyang Zhang, Lixian Pan, Shao-Gao Lv
Publication date: 17 July 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/127023/1/8th.pdf
quasi-likelihoodsemiparametric efficiencylocal linear smoothinggeneralised additive modelasymptotical properties
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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