A profile-type smoothed score function for a varying coefficient partially linear model
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Publication:618161
DOI10.1016/J.JMVA.2010.10.007zbMATH Open1327.62263OpenAlexW1983262771MaRDI QIDQ618161FDOQ618161
Heng Peng, Gaorong Li, Sanying Feng
Publication date: 14 January 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.10.007
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- Estimation and inference for varying coefficient partially nonlinear models
curse of dimensionalityconfidence regionlocal likelihoodvarying coefficient partially linear modelprofile-type smoothed score function
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)
Cites Work
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Maximum score estimation of the stochastic utility model of choice
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- Profile likelihood and conditionally parametric models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Variable selection in semiparametric regression modeling
- Efficient Estimation and Inferences for Varying-Coefficient Models
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- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
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- On Profile Likelihood
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Efficient estimation for semivarying-coefficient models
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- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- Profile-kernel likelihood inference with diverging number of parameters
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Bias-corrected empirical likelihood in a multi-link semiparametric model
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Strong consistency of least squares estimates in multiple regression II
- Bias-corrected smoothed score function for single-index models
Cited In (18)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Kernel density estimation for partial linear multivariate responses models
- Modal linear regression models with additive distortion measurement errors
- Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part
- Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models
- Kernel density estimation for multiplicative distortion measurement regression models
- Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition
- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
- Linear regression models with multiplicative distortions under new identifiability conditions
- Title not available (Why is that?)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
- On a small sample adjustment for the profile score function in semiparametric smoothing models
- Estimation and inference for varying coefficient partially nonlinear errors-in-variables models
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
- Multiplicative distortion measurement errors linear models with general moment identifiability condition
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