Semi-parametric regression: efficiency gains from modeling the nonparametric part

DOI10.3150/10-BEJ296zbMath1345.62046arXiv1104.4410OpenAlexW2149420770MaRDI QIDQ453301

Kyusang Yu, Byeong U. Park, Enno Mammen

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.4410

zbMATH Keywords

semi-parametric efficiencypartially linear additive modelssmooth backfittingprofile estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Point estimation (62F10)

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