Estimation in partially linear models

被引：47
|
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.
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页码：27 / 34
页数：8
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