메뉴 건너뛰기




Volumn 41, Issue 4, 2000, Pages 1073-1092

Efficient estimation of additive partially linear models

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0346299225     PISSN: 00206598     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-2354.00096     Document Type: Article
Times cited : (111)

References (41)
  • 1
    • 38149147492 scopus 로고
    • A Semiparametric Efficiency Bound of a Disequilibrium Model Without Observed Regime
    • AI, C., "A Semiparametric Efficiency Bound of a Disequilibrium Model Without Observed Regime," Journal of Econometrics 62 (1994), 143-63.
    • (1994) Journal of Econometrics , vol.62 , pp. 143-163
    • Ai, C.1
  • 2
    • 0012796841 scopus 로고    scopus 로고
    • Estimation of Partially Specified Nonlinear Models
    • _ AND D. MCFADDEN, "Estimation of Partially Specified Nonlinear Models," Journal of Econometrics 76 (1997), 1-37.
    • (1997) Journal of Econometrics , vol.76 , pp. 1-37
    • Mcfadden, D.1
  • 3
    • 0000090466 scopus 로고
    • Asymptotic Normality of Series Estimators for Nonparametric and Semiparamertic Regression Models
    • ANDREWS, D. W. K., "Asymptotic Normality of Series Estimators for Nonparametric and Semiparamertic Regression Models," Econometrica 59 (1991), 307-45.
    • (1991) Econometrica , vol.59 , pp. 307-345
    • Andrews, D.W.K.1
  • 4
    • 0000828930 scopus 로고
    • Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
    • _ AND Y. J. WHANG, "Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality," Econometric Theory 6 (1990), 466-79.
    • (1990) Econometric Theory , vol.6 , pp. 466-479
    • Whang, Y.J.1
  • 5
    • 0000434492 scopus 로고
    • Information and Asymptotic Efficiency in Parametric-Semiparametric Models
    • BEGUN, J. M., W. HALL, W. M. HUANG, AND J. A. WELLNER, "Information and Asymptotic Efficiency in Parametric-Semiparametric Models," Annals of Statistics 11 (1983), 432-52.
    • (1983) Annals of Statistics , vol.11 , pp. 432-452
    • Begun, J.M.1    Hall, W.2    Huang, W.M.3    Wellner, J.A.4
  • 6
    • 38149130328 scopus 로고
    • Asymptotic Efficiency in Semiparametric Model with Censoring
    • CHAMBERLAIN, G. "Asymptotic Efficiency in Semiparametric Model with Censoring," Journal of Econometrics 32 (1986), 189-218.
    • (1986) Journal of of Econometrics , vol.32 , pp. 189-218
    • Chamberlain, G.1
  • 7
    • 0000198789 scopus 로고
    • Efficiency Bounds for Semiparametric Regression
    • _"Efficiency Bounds for Semiparametric Regression," Econometrica 60 (1992), 567-96
    • (1992) Econometrica , vol.60 , pp. 567-596
  • 8
    • 3543140363 scopus 로고    scopus 로고
    • Estimation and Variable Selection in Additive Nonparametric Regression Models
    • W. Hardle and M. Schimek, eds., Heidelberg: Phyisika Varlag
    • CHEN, R., W. HARDLE, O. LINTON, AND E. SEVERANCE-LOSSIN, "Estimation and Variable Selection in Additive Nonparametric Regression Models," in W. Hardle and M. Schimek, eds., Proceedings of the COMPSTAT Conference (Heidelberg: Phyisika Varlag, 1996).
    • (1996) Proceedings of the COMPSTAT Conference
    • Chen, R.1    Härdle, W.2    Linton, O.3    Severance-Lossin, E.4
  • 9
    • 0004403816 scopus 로고    scopus 로고
    • Sieve Extremum Estimates for Weakly Dependent Data
    • CHEN, X., AND X. SHEN, "Sieve Extremum Estimates for Weakly Dependent Data," Econometrica 66 (1998), 289-314.
    • (1998) Econometrica , vol.66 , pp. 289-314
    • Chen, X.1    Shen, X.2
  • 10
    • 0041122672 scopus 로고
    • Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
    • COSSLETT, S. R., "Efficiency Bounds for Distribution-Free Estimators of the Binary Choice And The Censored Regression Models," Econometrica 55 (1987), 559-85.
    • (1987) Econometrica , vol.55 , pp. 559-585
    • Cosslett, S.R.1
  • 11
    • 0001767268 scopus 로고
    • Approximation of Least Squares Regression on Nested Subspaces
    • COX, D. D., "Approximation of Least Squares Regression on Nested Subspaces, Annals of Statistics 16 (1988), 713-32.
    • (1988) Annals of Statistics , vol.16 , pp. 713-732
    • Cox, D.D.1
  • 12
    • 34250263445 scopus 로고
    • Smoothing Noisy Data with Spline Functions: Estimating the Correct Degree of Smoothing by Generalized Cross-Validation
    • CRAVEN, P., AND G. WHABA, "Smoothing Noisy Data with Spline Functions: Estimating the Correct Degree of Smoothing by Generalized Cross-Validation. Numerical Mathematics 31 (1979), 377-403.
    • (1979) Numerical Mathematics , vol.31 , pp. 377-403
    • Craven, P.1    Whaba, G.2
  • 13
    • 0031508160 scopus 로고    scopus 로고
    • On Shape-Preserving Probabilistic Wavelet Approximators
    • DECHEVSKY, L., AND S. PENEZ, "On Shape-Preserving Probabilistic Wavelet Approximators," Stochastic Analysis and Applications 15:2 (1997), 187-215.
    • (1997) Stochastic Analysis and Applications , vol.15 , Issue.2 , pp. 187-215
    • Dechevsky, L.1    Penez, S.2
  • 15
    • 84971840190 scopus 로고
    • Additive rules for Semiparametric Estimation that Achieve Asymptotic Normality
    • EASTWOOD, B. J., AND A. R. GALLANT, "Additive rules for Semiparametric Estimation that Achieve Asymptotic Normality," Econometric Theory 7 (1991), 307-40.
    • (1991) Econometric Theory , vol.7 , pp. 307-340
    • Eastwood, B.J.1    Gallant, A.R.2
  • 17
    • 0347433168 scopus 로고
    • The Asymptotic Average Squared Error for Polynomial Regression
    • _ AND B R. JAYASURIYA, "The Asymptotic Average Squared Error for Polynomial Regression," Statistics 24 (1993), 311-9.
    • (1993) Statistics , vol.24 , pp. 311-319
    • Jayasuriya, B.R.1
  • 18
    • 0032359619 scopus 로고    scopus 로고
    • Direct Estimation of Low Dimensional Components in Additive Models
    • FAN, J., W. HÄRDLE, AND E. MAMMEN, "Direct Estimation of Low Dimensional Components in Additive Models," Annals of Statistics 26 (1998), 943-71.
    • (1998) Annals of Statistics , vol.26 , pp. 943-971
    • Fan, J.1    Härdle, W.2    Mammen, E.3
  • 20
    • 0000021006 scopus 로고
    • On the Asymptotic Normality of Fourier Flexible Functional Form Estimates
    • GALLANT, A. R., AND G. SOUZA, "On the Asymptotic Normality of Fourier Flexible Functional Form Estimates," Journal of Econometrics 50 (1991), 329-53.
    • (1991) Journal of Econometrics , vol.50 , pp. 329-353
    • Gallant, A.R.1    Souza, G.2
  • 22
    • 0142077152 scopus 로고    scopus 로고
    • Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function
    • forthcoming
    • HOROWITZ, J., "Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function," (2000), forthcoming in Econometrica.
    • (2000) Econometrica
    • Horowitz, J.1
  • 23
    • 0001462696 scopus 로고
    • L, Cross-Validaton, and General Cross-Validation: Discrete Index
    • L, Cross-Validaton, and General Cross-Validation: Discrete Index," Annals of Statistics 15 (1987), 958-75.
    • (1987) Annals of Statistics , vol.15 , pp. 958-975
    • Li, K.C.1
  • 24
    • 0001704005 scopus 로고    scopus 로고
    • Efficient Estimation of Additive Nonparametric Regression Models
    • LINTON, O. B., "Efficient Estimation of Additive Nonparametric Regression Models," Biometrika 84 (1997), 469-73.
    • (1997) Biometrika , vol.84 , pp. 469-473
    • Linton, O.B.1
  • 25
    • 0000346456 scopus 로고    scopus 로고
    • Estimating Additive Regression with Known Links
    • _ AND W. HÄRDLE, "Estimating Additive Regression with Known Links," Biometrika 83 (1996), 529-40.
    • (1996) Biometrika , vol.83 , pp. 529-540
    • Härdle, W.1
  • 26
    • 77956888636 scopus 로고
    • A Kernel Method of Estimating Structured Nonparametric Regression based on Marginal Integration
    • _ AND J. P. NIELSEN, "A Kernel Method of Estimating Structured Nonparametric Regression based on Marginal Integration," Biometrika 82 (1995), 91-100.
    • (1995) Biometrika , vol.82 , pp. 91-100
    • Nielsen, J.P.1
  • 28
    • 0038102088 scopus 로고    scopus 로고
    • An Optimization Interpretation of Integration and Back-Fitting Estimators for separable nonparametric models
    • NIELSEN, J. P., AND O. B. LINTON, "An Optimization Interpretation of Integration and Back-Fitting Estimators for separable nonparametric models," Journal of Royal Statistical Society B 60 (1998) 217-22.
    • (1998) Journal of Royal Statistical Society B , vol.60 , pp. 217-222
    • Nielsen, J.P.1    Linton, O.B.2
  • 29
    • 0000916867 scopus 로고
    • Adaptative Estimation of Regression Models via Moment Restriction
    • NEWEY, W. K., "Adaptative Estimation of Regression Models via Moment Restriction," Journal of Econometrics 38 (1988), 301-39.
    • (1988) Journal of Econometrics , vol.38 , pp. 301-339
    • Newey, W.K.1
  • 30
    • 0002324387 scopus 로고
    • Semiparametric Efficiency Bounds
    • _, "Semiparametric Efficiency Bounds," Journal of Applied Econometrics 5 (1990), 99-135.
    • (1990) Journal of Applied Econometrics , vol.5 , pp. 99-135
  • 31
    • 0000133467 scopus 로고
    • The Asymptotic Variance of Semiparametric Estimators
    • _, "The Asymptotic Variance of Semiparametric Estimators," Econometrica 62 (1994a), 1349-82.
    • (1994) Econometrica , vol.62 , pp. 1349-1382
  • 32
    • 84974487424 scopus 로고
    • Series Estimation of Regression Functionals
    • _, "Series Estimation of Regression Functionals," Econometric Theory 10 (1994b), 1-28.
    • (1994) Econometric Theory , vol.10 , pp. 1-28
  • 33
    • 21344489560 scopus 로고
    • Kernel Estimation of Partial Means in a General Variance Estimator
    • _, "Kernel Estimation of Partial Means in a General Variance Estimator," Econometric Theory 10 (1994c), 233-53.
    • (1994) Econometric Theory , vol.10 , pp. 233-253
  • 34
    • 0002111588 scopus 로고
    • Convergence Rates for Series Estimators
    • G. S. Maddala, P. C. B. Phillips, and T. N. Srinavsan, eds., Cambridge, MA: Blackwell
    • _, "Convergence Rates for Series Estimators," in G. S. Maddala, P. C. B. Phillips, and T. N. Srinavsan, eds., Statistical Methods of Economics and Quantitative Economics: Essays in Honor of C. R. Rao (Cambridge, MA: Blackwell, 1995).
    • (1995) Statistical Methods of Economics and Quantitative Economics: Essays in Honor of C. R. Rao
  • 35
    • 0000105198 scopus 로고    scopus 로고
    • Convergence Rates and Asymptotic Normality for Series Estimators
    • _, "Convergence Rates and Asymptotic Normality for Series Estimators," Journal of Econometrics 79 (1997), 147-68.
    • (1997) Journal of Econometrics , vol.79 , pp. 147-168
  • 36
    • 0000218602 scopus 로고
    • Root-N Consistent Semiparametric Regression
    • ROBINSON, P., "Root-N Consistent Semiparametric Regression," Econometrica 56 (1988), 931-54.
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.1
  • 39
    • 0001227575 scopus 로고
    • Additive Regression and Other Nonparametric Models
    • STONE, C. J., "Additive Regression and Other Nonparametric Models," The Annals of Statistics 13 (1985), 685-705.
    • (1985) The Annals of Statistics , vol.13 , pp. 685-705
    • Stone, C.J.1
  • 40
    • 0001719983 scopus 로고
    • The Dimensionality Reduction Principle for Generalized Additive Models
    • _, "The Dimensionality Reduction Principle for Generalized Additive Models," The Annals of Statistics 14 (1986), 592-606.
    • (1986) The Annals of Statistics , vol.14 , pp. 592-606
  • 41
    • 84950953819 scopus 로고
    • Nonparametric Identification of Nonlinear Time Series: Projections
    • TOJSTHEIM, D., AND B. H. AUESTAD, "Nonparametric Identification of Nonlinear Time Series: Projections," Journal of American Statistical Association 89 (1994), 1398-1409.
    • (1994) Journal of American Statistical Association , vol.89 , pp. 1398-1409
    • Tojstheim, D.1    Auestad, B.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.