Semi-parametric estimation of partially linear single-index models

Journal of Multivariate Analysis

Volumn 97, Issue 5, 2006, Pages 1162-1184

  Xia, Yingcun ^a   Härdle, Wolfgang ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Asymptotic distribution; Generalized partially linear model; Local linear smoother; Optimal consistency rate; Single index model

Indexed keywords

EID: 33645850720     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2005.11.005     Document Type: Article

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