Penalized quasi-likelihood estimation in partial linear models
Consider a partial linear model, where the expectation of a random variable Y depends on covariates (x,z)(x,z)(x, z) through F(θ0x+m0(z))F(θ0x+m0(z))F(\theta_0 x + m_0(z)), with θ0θ0\theta_0 an unknown parameter, and m0m0m_0 an unknown function. We apply the theory of empirical processes to derive t...
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| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
1997
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| In: |
The annals of statistics
Year: 1997, Jahrgang: 25, Heft: 3, Pages: 1014-1035 |
| ISSN: | 2168-8966 |
| DOI: | 10.1214/aos/1069362736 |
| Online-Zugang: | Verlag, Volltext: http://dx.doi.org/10.1214/aos/1069362736 Verlag, Volltext: https://projecteuclid.org/euclid.aos/1069362736 Verlag, Volltext: https://projecteuclid.org/download/pdf_1/euclid.aos/1069362736 
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| Verfasserangaben: | Enno Mammen, Sara van de Geer |
MARC
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| 520 | |a Consider a partial linear model, where the expectation of a random variable Y depends on covariates (x,z)(x,z)(x, z) through F(θ0x+m0(z))F(θ0x+m0(z))F(\theta_0 x + m_0(z)), with θ0θ0\theta_0 an unknown parameter, and m0m0m_0 an unknown function. We apply the theory of empirical processes to derive the asymptotic properties of the penalized quasi-likelihood estimator. | ||
| 650 | 4 | |a rates of convergence | |
| 650 | 4 | |a Asymptotic normality | |
| 650 | 4 | |a penalized-likelihood | |
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