Second Order Approximation in the Partially Linear Regression Model
نویسندگان
چکیده
منابع مشابه
On the stability of linear differential equations of second order
The aim of this paper is to investigate the Hyers-Ulam stability of the linear differential equation$$y''(x)+alpha y'(x)+beta y(x)=f(x)$$in general case, where $yin C^2[a,b],$ $fin C[a,b]$ and $-infty
متن کاملSecond order H2 optimal approximation of linear dynamical systems
In this paper we consider the H2 optimal model reduction problem which has important applications in system approximation and has received considerable attention in the literature. An important link between special cases of this problem and rational interpolation using Krylov subspace projection methods has been recently established. We use this link to derive a solution of the second order opt...
متن کاملPartially linear censored quantile regression.
Censored regression quantile (CRQ) methods provide a powerful and flexible approach to the analysis of censored survival data when standard linear models are felt to be appropriate. In many cases however, greater flexibility is desired to go beyond the usual multiple regression paradigm. One area of common interest is that of partially linear models: one (or more) of the explanatory covariates ...
متن کاملPartially Linear Reduced-rank Regression
We introduce a new dimension-reduction technique, the Partially Linear Reduced-rank Regression (PLRR) model, for exploring possible nonlinear structure in a regression involving both multivariate response and covariate. The PLRR model specifies that the response vector loads linearly on some linear indices of the covariate, and nonlinearly on some other indices of the covariate. We give a set o...
متن کاملFunctional linear instrumental regression under second order stationarity
We consider the problem of estimating the slope parameter in functional linear instrumental regression, where in the presence of an instrument W , i.e., an exogenous random function, a scalar response Y is modeled in dependence of an endogenous random function X. Assuming second order stationarity jointly for X and W a nonparametric estimator of the functional slope parameter and its derivative...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Econometrica
سال: 1995
ISSN: 0012-9682
DOI: 10.2307/2171722