Guo, Jie; Tang, Manlai; Tian, Maozai; Zhu, Kai - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 56-67
A new estimation procedure based on the composite quantile regression is proposed for the semiparametric additive partial linear models, of which the nonparametric components are approximated by polynomial splines. The proposed estimation method can simultaneously estimate both the parametric...