A difference based approach to the semiparametric partial linear model
A commonly used semiparametric partial linear model is considered. We propose analyzing this model using a difference based approach. The procedure estimates the linear component based on the differences of the observations and then estimates the nonparametric component by either a kernel or a wavel...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics,
2013-10-03T13:07:29Z.
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| Subjects: | |
| Online Access: | Get fulltext |