Efficient estimation and computation for the generalised additive models with unknown link function
Huazhen Lin, Lixian Pan, Shaogao Lv, Wenyang Zhang
| Year of publication: |
February 2018
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|---|---|
| Authors: | Lin, Huazhen ; Pan, Lixian ; Lv, Shaogao ; Zhang, Wenyang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 202.2018, 2, p. 230-244
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| Subject: | Generalised additive model | Local linear smoothing | Quasi-likelihood | Asymptotical properties | Semiparametric efficiency | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974566