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The concept of nonparametric smoothing is a central idea in statistics that aims to simultaneously estimate and modes the underlyingstructure. The book considers high dimensional objects, as density functions and regression. The semiparametric modeling technique compromises the two aims,...
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The paper gives an introduction to theory and application of multivariate and semiparametric kernel smoothing. Multivariate nonparametric density estimation is an often used pilot tool for examining the structure of data. Regression smoothing helps in investigating the association between...
Persistent link: https://www.econbiz.de/10009657131
We consider a generalized partially linear model E(Y|X,T) = G{X'b + m(T)} where G is a known function, b is an unknown parameter vector, and m is an unknown function. The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear,...
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The paper gives an overview on generalized linear models and its application in different branches of science. We introduce semiparametric extensions of the generalized linear model. One particular model of interest is the generalized partially linear model which allows a nonparametric modeling...
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A particular semiparametric model of interest is the generalized partial linear model (GPLM) which allows a nonparametric modeling of the influence of the continuous covariables. The paper reviews different estimation procedures based on kernel methods and test procedures on the correct...
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