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 spline; joint asymptotics; semi-nonparametric models; joint Bahadur representation; local likelihood ratio test

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62F03: Parametric hypothesis testing

Uses Software

• gss
• assist