Efficient estimation of a semiparametric partially linear varying coefficient model

DOI10.1214/009053604000000931zbMath1064.62043arXivmath/0504510OpenAlexW2085858438MaRDI QIDQ1781161

Sittisak Leelahanon, Q. Li, Ibrahim A. Ahmad

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

zbMATH Keywords

asymptotic normalitysemiparametric efficiencyvarying coefficientpartially linearseries estimation method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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