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Feasible ridge estimator in partially linear models

✍ Scribed by Roozbeh, M.; Arashi, M.


Book ID
120302908
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
555 KB
Volume
116
Category
Article
ISSN
0047-259X

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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