Estimation in partially linear models

被引：45

作者：

Eubank, RL

Kambour, EL

Kim, JT

Klipple, K

Reese, CS

Schimek, M

机构：

[1] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA

[2] Taegu Univ, Dept Stat, Taegu, South Korea

[3] Graz Univ, Dept Stat, Graz, Austria

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1998年 / 29卷 / 01期

关键词：

order n algorithm; smoothing spline; Speckman estimator; variance estimation;

D O I：

10.1016/S0167-9473(98)00054-1

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Order n algorithms are developed for computing the estimated mean vector, regression coefficients, standard errors and smoothing parameter selection criteria for Speckman smoothing spline estimators in partially linear models. A difference type variance estimator is proposed and shown to be root n-consistent. (C) 1998 Published by Elsevier Science B.V. All rights reserved.

引用

页码：27 / 34

页数：8

共 13 条

[1]

de Boor C., 1978, PRACTICAL GUIDE SPLI, DOI DOI 10.1007/978-1-4612-6333-3

[2]

Draper N. R., 1980, Applied Statistics, V29, P128, DOI 10.2307/2986297

[3]

Eubank R.L., 1988, SPLINE SMOOTHING NON

[4]

Franklin J.N., 1968, Matrix Theory