A semiparametric multivariate partially linear model: a difference approach

DOI10.1016/J.JSPI.2016.06.005MaRDI QIDQ313111zbMATH OpenOpenAlexFDO

Authors Lawrence Brown, Michael Levine, Lie Wang

Publication date 9 September 2016

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2016.06.005

zbMATH Keywords

asymptotic efficiencyrandom fieldpartial linear modeldifference-based methodmultivariate semiparametric model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Random fields (60G60) Estimation in multivariate analysis (62H12)

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Cites work

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• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• A difference based approach to the semiparametric partial linear model
• Bivariate tensor-product B-splines in a partly linear model
• Component Identification and Estimation in Nonlinear High-Dimensional Regression Models by Structural Adaptation
• Effect of mean on variance function estimation in nonparametric regression
• Estimating the error distribution function in semiparametric additive regression models
• Mixing: Properties and examples
• Nonparametric lag selection for time series models
• On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional
• On the central limit theorem for stationary mixing random fields
• Root-n consistent estimation in partly linear regression models
• Smoothness Priors and Nonlinear Regression
• Spatial statistics and modeling. Translated from the French by Kevin Bleakley.
• Variance function estimation in multivariate nonparametric regression with fixed design

Cited in

(7)

• Variance estimation for semiparametric regression models by local averaging
• A difference based approach to the semiparametric partial linear model
• Robust functional estimation in the multivariate partial linear model
• Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model
• Effective identification and estimation for the semiparametric measurement error model
• Sparsity identification for high-dimensional partially linear model with measurement error
• On selection of semiparametric spatial regression models

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