A difference based approach to the semiparametric partial linear model

A commonly used semiparametric partial linear model is considered. We propose analyzing this model using a difference based approach. The procedure estimates the linear component based on the differences of the observations and then estimates the nonparametric component by either a kernel or a wavel...

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Bibliographic Details
Main Authors: Wang, Lie, Brown, Lawrence D., Cai, T. Tony
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:en_US
Published: Institute of Mathematical Statistics 2013
Online Access:http://hdl.handle.net/1721.1/81282
https://orcid.org/0000-0003-3582-8898

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