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Adaptive Estimation in Partially Linear Autoregressive Models

✍ Scribed by Jiti Gao and Thomas Yee


Book ID
111850976
Publisher
John Wiley and Sons
Year
2000
Tongue
French
Weight
713 KB
Volume
28
Category
Article
ISSN
0319-5724

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Estimation in partially linear models
✍ R.L. Eubank; E.L. Kambour; J.T. Kim; K. Klipple; C.S. Reese; M. Schimek πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 361 KB

Order n algorithms are developed for computing the estimated mean vector, regression coefficients, standard errors and smoothing parameter selection criteria for Speckman smoothing spline estimators in partially linear models. A difference type variance estimator is proposed and shown to be x/-~-con