Root-n-consistent and efficient estimation in semiparametric additive regression models

Anton Schick

Statistics & Probability Letters, 1996, vol. 30, issue 1, 45-51

Abstract: In this paper we consider the semiparametric additive regression model whose regression function is the sum of a linear parametric component and several smooth nonparametric components. We construct root-n-consistent and then efficient estimators of the finite dimensional parameter.

Keywords: Least; dispersed; regular; estimator; Least; squares; spline; estimator (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (10)

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