Partially Linear Models

✍ Scribed by Professor Dr. Wolfgang Härdle, Professor Dr. Hua Liang, Professor Dr. Jiti Gao (auth.)

• Publisher: Physica-Verlag Heidelberg
• Year: 2000
• Tongue: English
• Leaves: 209
• Series: Contributions to Statistics
• Edition: 1
• Category: Library

✦ Synopsis

In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.

✦ Table of Contents

Front Matter....Pages i-x
Introduction....Pages 1-18
Estimation of the Parametric Component....Pages 19-44
Estimation of the Nonparametric Component....Pages 45-54
Estimation with Measurement Errors....Pages 55-75
Some Related Theoretic Topics....Pages 77-126
Partially Linear Time Series Models....Pages 127-180
Back Matter....Pages 181-203

✦ Subjects

Econometrics; Statistical Theory and Methods