Convergence rates for estimation in certain partially linear models

DOI10.1016/0378-3758(89)90037-2zbMath0685.62040OpenAlexW1965936273MaRDI QIDQ1262047

K. Appert

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90037-2

zbMATH Keywords

asymptotic behaviorregression functionpartial linear modelsLower boundsregression coefficientRates of convergencenonparametric regression modelsdiscontinuous derivativessize of jump discontinuitiessmoothing spline related estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (10)

Asymptotic normality of pseudo-LS estimator for partly linear autoregression models ⋮ The laws of the iterated logarithm of some estimates in partly linear models ⋮ Rates of convergence of some estimators for a semiparametric model ⋮ On the rates of convergence of “minimum l₁-norm” estimates in a partly linear model ⋮ A two-stage spline smoothing method for partially linear models ⋮ Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach ⋮ Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density ⋮ Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs ⋮ Consistency and normality of Huber-Dutter estimators for partial linear model ⋮ A Note on the Convergent Rates of M-Estimates for a Partly Linear Model

Cites Work

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• Convergence rates for partially splined models
• Convergence rates for multivariate smoothing spline functions
• Oscillation matrices with spline smoothing
• Optimal global rates of convergence for nonparametric regression
• Smoothness Priors and Nonlinear Regression
• Rates of convergence of some estimators for a semiparametric model
• A Note on Smoothness Priors and Nonlinear Regression

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