期刊论文

Zuo, Guoxin

英文

Journal of Statistical Planning and Inference

0378-3758

2014

146

102-112

10.1016/j.jspi.2013.10.004

In this section, the biases and variances of LL estimation and DSLL estimation in partial linear models are analyzed under the following assumptions. Let K1(v)=∫K(v−u)K(u)du, K2(v)=∫(v−u)uK(v−u)K(u)du, and V(K)=∫{K1(v)−K2(v)/μ2}2dv. Set μk=∫ukK(u)du, and νk=∫ukK2(u)du. Obviously, μ1=1

本校为通讯机构

Statistical inference about a partial linear model includes two parts, one linear and the other nonparametric. The double smoothing method proposed by He and Huang (2009) is a progressive local smoothing method for nonparametric curve estimation. In this paper, we discuss its extension to partial linear models, accompanied with difference-based estimation method for the linear part. Asymptotic theory of the proposed method is developed. The results of simulation studies and real data examples demonstrate that our app...