Rate optimal estimation with the integration method in the presence of many covariates

DOI10.1016/j.jmva.2004.09.010zbMath1070.62021OpenAlexW2068970412MaRDI QIDQ2567118

Stefan Sperlich, Nicolas W. Hengartner

Publication date: 29 September 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.09.010

zbMATH Keywords

nonparametric regressionpartial linear modelsmarginal integrationseparable models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

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Uses Software

• KernSmooth

Cites Work

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