Manzan, Sebastiano; Zerom, Dawit - In: Statistics & Probability Letters 72 (2005) 4, pp. 313-322
In this paper, we introduce a kernel estimator for the finite-dimensional parameter of a partially linear additive model. Under some regularity conditions, we establish n1/2-consistency and asymptotic normality of the estimator. Unlike existing kernel-based estimators: Fan et al. (1998. Ann....