Efficient estimation of a semiparametric partially linear varying coefficient model
From MaRDI portal
Publication:1781161
DOI10.1214/009053604000000931zbMath1064.62043arXivmath/0504510MaRDI QIDQ1781161
Ibrahim A. Ahmad, Q. Li, Sittisak Leelahanon
Publication date: 23 June 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0504510
asymptotic normality; semiparametric efficiency; varying coefficient; partially linear; series estimation method
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
65C05: Monte Carlo methods
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