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Some estimation problems in multistage linear models

✍ Scribed by Júlia Volaufová


Book ID
104036031
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
194 KB
Volume
388
Category
Article
ISSN
0024-3795

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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 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 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