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Wavelet estimation of partially linear models

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  • Chang, Xiao-Wen
  • Qu, Leming

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  • Chang, Xiao-Wen & Qu, Leming, 2004. "Wavelet estimation of partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 47(1), pages 31-48, August.
    • Handle: RePEc:eee:csdana:v:47:y:2004:i:1:p:31-48
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    References listed on IDEAS

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    1. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
    2. Hamilton, Scott A. & Truong, Young K., 1997. "Local Linear Estimation in Partly Linear Models," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 1-19, January.
    3. Artur Klinger, 2001. "Inference in high dimensional generalized linear models based on soft thresholding," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 377-392.
    4. Iain M. Johnstone & Bernard W. Silverman, 1997. "Wavelet Threshold Estimators for Data with Correlated Noise," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(2), pages 319-351.
    5. Eubank, R. L. & Kambour, E. L. & Kim, J. T. & Klipple, K. & Reese, C. S. & Schimek, M., 1998. "Estimation in partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 29(1), pages 27-34, November.
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    Cited by:

    1. Umberto Amato & Anestis Antoniadis & Italia De Feis & Irene Gijbels, 2021. "Penalised robust estimators for sparse and high-dimensional linear models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 1-48, March.
    2. Zhao, Haibing & You, Jinhong, 2011. "Difference based estimation for partially linear regression models with measurement errors," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1321-1338, November.
    3. Yunlu Jiang, 2015. "Robust estimation in partially linear regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(11), pages 2497-2508, November.
    4. Dazhong Mu & Jiuchun Jiang & Caiping Zhang, 2013. "Online Semiparametric Identification of Lithium-Ion Batteries Using the Wavelet-Based Partially Linear Battery Model," Energies, MDPI, vol. 6(5), pages 1-22, May.
    5. Hongchang Hu & Yu Zhang & Xiong Pan, 2016. "Asymptotic normality of DHD estimators in a partially linear model," Statistical Papers, Springer, vol. 57(3), pages 567-587, September.
    6. Holland, Ashley D., 2017. "Penalized spline estimation in the partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 211-235.
    7. Boente, Graciela & Rodriguez, Daniela, 2010. "Robust inference in generalized partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2942-2966, December.
    8. Irène Gannaz, 2013. "Wavelet penalized likelihood estimation in generalized functional models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 122-158, March.

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