Signed-rank analysis of a partial linear model with B-splines estimated monotone non parametric function
Eddy Kwessi and
Brice M. Nguelifack
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 10, 4843-4854
Abstract:
For a partially linear regression model, we propose a signed-rank estimation method. The proposed estimator for the linear unknown parameter vector is shown to have n$\sqrt{n}$-consistency, while monotone B-splines are used to estimate the unknown monotone non parametric function. Finite-sample simulations are carried out to evaluate the performance of the proposed estimation method, and a practical application on the study of air pollution data is given.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:10:p:4843-4854
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DOI: 10.1080/03610926.2015.1089289
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