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Rank estimation of partially linear index models

✍ Scribed by Jason Abrevaya; Youngki Shin


Book ID
110880179
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
694 KB
Volume
14
Category
Article
ISSN
1368-4221

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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