Multivariate partially linear models

Beatriz Pateiro-López and Wenceslao González-Manteiga

Statistics & Probability Letters, 2006, vol. 76, issue 14, 1543-1549

Abstract: Univariate partially linear regression models have been widely discussed in recent years. In this paper, we consider a multivariate partially linear regression model under independent errors, where the response variable is d-dimensional. We obtain the asymptotic bias and variance for both the parametric and the nonparametric components. Moreover, we investigate the asymptotic normality of the LS estimator of the parametric component.

Keywords: Multivariate; regression; Partially; linear; models; Kernel; smoothing (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (2)

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