Efficient semiparametric estimation in generalized partially linear additive models

Journal of the Korean Statistical Society

Volumn 39, Issue 3, 2010, Pages 299-304

  Yu, Kyusang ^a   Lee, Young Kyung ^b  

^a Konkuk University   (South Korea)

^b Kangwon National University   (South Korea)

Author keywords

Generalized partially linear additive models; Generalized profile likelihood; Semiparametric efficiency

Indexed keywords

EID: 77955271116     PISSN: 12263192     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jkss.2010.02.001     Document Type: Article

References (14)

1. Bickel P., Klaassen A, Ritov Y., Wellner J. Efficient and adaptive estimation for semiparametric models 1993, The Johns Hopkins University Press, Baltimore.
2. Buja A., Hastie T., Tibshirani R. Linear smoothers and additive models (with discussion). The Annals of Statistics 1989, 17:453-510.
3. Fan J., Heckman N.E., Wand M.P. Local polynomial kernel regression for generalized linear models and quasi-likelihood functions. Journal of the American Statistical Association 1995, 90:141-150.
4. Härdle W., Huet S., Mammen E., Sperlich S. Bootstrap inference in semiparametric generalized additive models. Econometric Theory 2004, 20:265-300.
5. Hastie T.J., Tibshirani R.J. Generalized Additive Moldels 1990, Chapman and Hall, London.
6. Mammen E., van de Geer S. Penalized quasi-likelihood estimation in partial linear models. The Annals of Statistics 1997, 25:1014-1035.
7. Murphy S.A., van der Vaart A.W. On profile likelihood (with comments). Journal of the American Statistical Association 2000, 95:449-465.
8. Nelder J.A., Wedderburn R.W.M. Generalized linear models. Journal of the Royal Statistical Society, Series A 1972, 135:370-384.
9. Severini T.A., Staniswalis J.G. Quasi-likelihood estimation in semiparametric models. Journal of the American Statistical Association 1994, 89:501-511.
10. Severini T.A., Wong W.H. Profile likelihood and conditionally parametric models. The Annals of Statistics 1992, 20:1768-1802.
11. Speckman P. Kernel smoothing in partial linear models. Journal of the Royal Statistical Society, Series B 1988, 50:413-436.
12. Stone C.J. Additive regression and other nonparametric models. The Annals of Statistics 1985, 13:689-705.
13. Yu K., Mammen E., Park B.U. Smooth backfitting in generalized additive models. The Annals of Statistics 2008, 36:228-260.
14. Yu, K., Mammen, E., & Park, B.U. (2009). Semiparametric regression: Efficiency gains from modeling the nonparametric part. Preprint.