A semiparametric multivariate partially linear model: a difference approach

DOI10.1016/j.jspi.2016.06.005zbMath1353.62043OpenAlexW2474595955MaRDI QIDQ313111

Mohammad Hasan, M. Dambrine

Publication date: 9 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.06.005

zbMATH Keywords

random fieldasymptotic efficiencypartial linear modeldifference-based methodmultivariate semiparametric model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Variance estimation for semiparametric regression models by local averaging ⋮ Sparsity identification for high-dimensional partially linear model with measurement error ⋮ Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model ⋮ Effective identification and estimation for the semiparametric measurement error model ⋮ Robust functional estimation in the multivariate partial linear model

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