Joint asymptotics for semi-nonparametric regression models with partially linear structure

DOI10.1214/15-AOS1313zbMath1320.62087arXiv1311.2628MaRDI QIDQ2352744

Guang Cheng, Zuofeng Shang

Publication date: 6 July 2015

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

Full work available at URL: https://arxiv.org/abs/1311.2628

zbMATH Keywords

smoothing splinejoint asymptoticssemi-nonparametric modelsjoint Bahadur representationlocal likelihood ratio test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03)

Related Items

Smoothing Spline Semiparametric Density Models, A partially linear framework for massive heterogeneous data, Semiparametric Inference for the Functional Cox Model, Nonparametric inference on smoothed quantile regression process, Inference for Generalized partial functional linear regression, Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models, Semiparametric \(M\)-estimation with non-smooth criterion functions, Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data, Joint asymptotics for semi-nonparametric regression models with partially linear structure

Uses Software

• gss
• assist

Cites Work

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