A Partially Linear Kernel Estimator for Categorical Data

DOI10.1080/07474938.2014.956613zbMath1491.62212OpenAlexW2084700242MaRDI QIDQ5863568

Qi Gao, Jeffrey S. Racine, Long Liu

Publication date: 3 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.956613

zbMATH Keywords

semiparametric regressioncross-validationkernel methodnonparametric regressionpartially linear model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Semiparametric Bayesian networks for continuous data ⋮ A note on using ratio variables in regression analysis ⋮ The Special Issue in Honor of Aman Ullah: An Overview

Uses Software

• R
• np

Cites Work

• Unnamed Item
• Testing for cointegration using partially linear models
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
• Direct estimation of low-dimensional components in additive models.
• On the root-\(n\)-consistent semiparametric estimation of partially linear models
• Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
• NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
• Root-N-Consistent Semiparametric Regression
• Root-n-consistent estimation of partially linear time series models
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Multivariate binary discrimination by the kernel method
• Nonparametric and Semiparametric Estimation with Discrete Regressors
• Martingale Central Limit Theorems

This page was built for publication: A Partially Linear Kernel Estimator for Categorical Data