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Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model

Baosheng Liang, Tao Hu and Xingwei Tong

Statistics & Probability Letters, 2015, vol. 103, issue C, 169-175

Abstract: This paper studies a monotone constrained varying-coefficient partially linear model with errors in variables using a monotone B-spline approach based on adjusted least squares. The proposed estimator is consistent, asymptotically normal, and performs well in numerical studies.

Keywords: B-splines; Constrained optimization; Errors-in-variables; Varying-coefficient model; Partially linear models (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.04.011

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