Root-n consistency of penalized spline estimator for partially linear single-index models under general euclidean space

Statistica Sinica

Volumn 14, Issue 2, 2004, Pages 449-455

  Yu, Yan ^a   Ruppert, David ^b,c  

^a UNIVERSITY OF CINCINNATI   (United States)

^b Cornell University ^*  (United States)

^c School of Operations Research and Industrial Engineering   (United States)

Author keywords

Asymptotics; Compact; Inference; Nonparametric; Ridge regression

Indexed keywords

EID: 3142754053     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (8)

1. Carroll, R. J., Fan, J., Gijbels, I. and Wand, M. P. (1997). Generalized partially linear single-index models. J. Amer. Statist. Assoc. 92, 477-489.
2. Chong, Y. S. (1999). Dimension reduction methods for discrete and continuous covariates. Unpublished Ph.D. thesis, University of California at Davis.
3. Jennrich, R. I. (1969). Asymptotic properties of nonlinear least squares estimatiors. Ann. Math. Statist. 40, 633-643.
4. Malinvaud, E. (1970). The consistency of nonlinear regressions. Annals of Mathematical Statistics 41, 956-969.
5. Newey, W. K. and McFadden, D. L. (1994). Large sample estimation and hypothesis testing. In Handbook of Econometrics 4 (Edited by R. Engle and D. L. McFadden), 2133-2136. Elsevier Science B. V., Amsterdam.
6. Wu, C. F. (1981). Asymptotic theory of nonlinear least squares estimation. Ann. Statist. 9, 501-513.
7. Yu, Y. and Ruppert, D. (2002). Penalized spline estimation for partially linear single-index models. J. Amer. Statist. Assoc. 97, 1042-1054.
8. Yu, Y. and Ruppert, D. (2003). Root-n consistency of penalized spline estimator for partially linear single-index models under general Euclidean space. Technical report #1385, Cornell University, downloadable from www.orie.cornell.edu/orie_template.php3?select=TechReps.