Estimating the parametric component of nonlinear partial spline model

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.

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Year of publication:	2008
Authors:	Huang, Tzee-Ming ; Chen, Hung
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 99.2008, 8, p. 1665-1680
Publisher:	Elsevier
Keywords:	Additive models Method of sieves Semiparametric regression models Nonlinear regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005093752