Gewählte Publikation:
Eubank, RL; Kambour, EL; Kim, JT; Klipple, K; Reese, CS; Schimek, M.
Estimation in partially linear models
COMPUT STAT DATA ANAL 1998 29: 27-34.
Doi: 10.1016/S0167-9473(98)00054-1
Web of Science
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- Co-Autor*innen der Med Uni Graz
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Schimek Michael
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- Abstract:
- Order n algorithms are developed for computing the estimated mean vector, regression coefficients, standard errors and smoothing parameter selection criteria for Speckman smoothing spline estimators in partially linear models. A difference type variance estimator is proposed and shown to be root n-consistent. (C) 1998 Published by Elsevier Science B.V. All rights reserved.
- Find related publications in this database (Keywords)
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order n algorithm
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smoothing spline
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Speckman estimator
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variance estimation