Nearest-neighbour estimation of semiparametric regression models

DOI10.1080/10485259508832632zbMath0873.62043OpenAlexW2046358583MaRDI QIDQ4345884

Peter M. Robinson

Publication date: 4 November 1997

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259508832632

zbMATH Keywords

semiparametric regression modelsnearest neighbour nonparametric regression

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items

Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ \(k\)NN estimation in functional partial linear modeling ⋮ Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours ⋮ Root-n-consistent semiparametric estimation of partially linear models based on k-nn method ⋮ Root-n-consistent estimation of partially linear time series models ⋮ Estimating partially linear panel data models with one-way error components

Cites Work

• Unnamed Item
• On asymptotically efficient estimation in semiparametric models
• Convergence rates for partially splined models
• Convergence rates for parametric components in a partly linear model
• Root-N-Consistent Semiparametric Regression
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• An Algorithm for Finding Nearest Neighbors
• On the $L_p$-Convergence for $n^{-1/p} S_n, 0 < p < 2^1$

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