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Bias-corrected smoothed score function for single-index models

✍ Scribed by Qiang Chen; Lu Lin; Lixing Zhu


Book ID
105856865
Publisher
Springer
Year
2008
Tongue
English
Weight
255 KB
Volume
71
Category
Article
ISSN
0026-1335

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We consider the profile score function in models with smooth and parametric components. If local respectively weighted likelihood estimation is used for fitting the smooth component, the resulting profile likelihood estimate for the parametric component is asymptotically efficient as shown in T. A.