Efficient Estimates in Semiparametric Additive Regression Models with Unknown Error Distribution
نویسندگان
چکیده
منابع مشابه
Estimating the error distribution function in semiparametric additive regression models
We consider semiparametric additive regression models with a linear parametric part and a nonparametric part, both involving multivariate covariates. For the nonparametric part we assume two models. In the first, the regression function is unspecified and smooth; in the second, the regression function is additive with smooth components. Depending on the model, the regression curve is estimated ...
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Article history: Received 15 November 2007 Received in revised form 4 September 2008 Accepted 4 September 2008 Available online 5 October 2008
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1992
ISSN: 0090-5364
DOI: 10.1214/aos/1176348675