Sieve least squares estimation for partially nonlinear models

DOI10.1016/J.SPL.2010.04.006MaRDI QIDQ988091zbMATH OpenOpenAlexFDO

Authors Lixin Song, Yue Zhao, Xiaoguang Wang

Publication date 26 August 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.04.006

zbMATH Keywords

asymptotic normalityconsistencysemiparametric modelconvergence rateempirical process method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Recommendations

• The T-type estimate of a class of partially non linear models
• Estimating the parametric component of nonlinear partial spline model
• scientific article; zbMATH DE number 537369
• Sieve M-estimation for semiparametric varying-coefficient partially linear regression model
• On the root-\(n\)-consistent semiparametric estimation of partially linear models

Cites work

• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
• scientific article; zbMATH DE number 4102352 (Why is no real title available?)
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 46726 (Why is no real title available?)
• scientific article; zbMATH DE number 51427 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• Convergence of stochastic processes
• Convergence rate of sieve estimates
• Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications
• Efficient estimation for the proportional hazards model with interval censoring
• On methods of sieves and penalization
• Root-N-Consistent Semiparametric Regression
• Second-order asymptotic efficiency of PMLE in generalized linear models
• Sieve Estimation for the Proportional-Odds Failure-Time Regression Model With Interval Censoring
• Sieve Maximum Likelihood Estimator for Semiparametric Regression Models With Current Status Data
• Statistical inference in single-index and partially nonlinear models
• Statistical tools for nonlinear regression. A practical guide with S-PLUS and R examples.
• Weak convergence and empirical processes. With applications to statistics

Cited in

(13)

• Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random
• Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses
• Statistical estimation in partially nonlinear models with random effects
• Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data
• The T-type estimate of a class of partially non linear models
• Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
• A new estimation procedure for a partially nonlinear model via a mixed‐effects approach
• Checking nonparametric component for partially nonlinear model with missing response
• A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
• Greedy Search Method for Separable Nonlinear Models Using Stage Aitken Gradient Descent and Least Squares Algorithms
• Estimating the parametric component of nonlinear partial spline model
• Estimation in the partially nonlinear model by continuous optimization

This page was built for publication: Sieve least squares estimation for partially nonlinear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q988091)