Estimation in partially linear models
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R.L. Eubank; E.L. Kambour; J.T. Kim; K. Klipple; C.S. Reese; M. Schimek
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Article
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1998
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Elsevier Science
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English
โ 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