A profile-type smoothed score function for a varying coefficient partially linear model

DOI10.1016/j.jmva.2010.10.007zbMath1327.62263OpenAlexW1983262771MaRDI QIDQ618161

Heng Peng, Gao Rong Li, San Ying Feng

Publication date: 14 January 2011

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.10.007

zbMATH Keywords

confidence regioncurse of dimensionalitylocal likelihoodvarying coefficient partially linear modelprofile-type smoothed score function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

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