Estimating the parametric component of nonlinear partial spline model
Tzee-Ming Huang and
Hung Chen
Journal of Multivariate Analysis, 2008, vol. 99, issue 8, 1665-1680
Abstract:
Consider a nonlinear partial spline model . This article studies the estimation problem of when g0 is approximated by some graduating function. Some asymptotic results for are derived. In particular, it is shown that can be estimated with the usual parametric convergence rate without undersmoothing g0.
Keywords: Additive; models; Method; of; sieves; Semiparametric; regression; models; Nonlinear; regression (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)
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