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Estimating the parametric component of nonlinear partial spline model

Author

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  • Huang, Tzee-Ming
  • Chen, Hung

Abstract

Consider a nonlinear partial spline model . This article studies the estimation problem of when g0 is approximated by some graduating function. Some asymptotic results for are derived. In particular, it is shown that can be estimated with the usual parametric convergence rate without undersmoothing g0.

Suggested Citation

  • Huang, Tzee-Ming & Chen, Hung, 2008. "Estimating the parametric component of nonlinear partial spline model," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1665-1680, September.
  • Handle: RePEc:eee:jmvana:v:99:y:2008:i:8:p:1665-1680
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    References listed on IDEAS

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    1. Liang, Hua, 1995. "Second-order asymptotic efficiency of PMLE in generalized linear models," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 273-279, August.
    2. Jiti Gao & Hua Liang, 1997. "Statistical Inference in Single-Index and Partially Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 493-517, September.
    3. Rice, John, 1986. "Convergence rates for partially splined models," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 203-208, June.
    4. Gao, Jiti, 1994. "Asymptotic theory for partly linear models," MPRA Paper 40452, University Library of Munich, Germany, revised 02 Dec 1994.
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