Multivariate partially linear models

Univariate partially linear regression models have been widely discussed in recent years. In this paper, we consider a multivariate partially linear regression model under independent errors, where the response variable is d-dimensional. We obtain the asymptotic bias and variance for both the parametric and the nonparametric components. Moreover, we investigate the asymptotic normality of the LS estimator of the parametric component.

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Year of publication:	2006
Authors:	Pateiro-López, Beatriz ; González-Manteiga, Wenceslao
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 14, p. 1543-1549
Publisher:	Elsevier
Keywords:	Multivariate regression Partially linear models Kernel smoothing

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

Persistent link: https://www.econbiz.de/10005223162