1. -estimation for the partially linear regression model under monotonic constraints.
- Author
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Du, Jiang, Sun, Zhimeng, and Xie, Tianfa
- Subjects
- *
ESTIMATION theory , *REGRESSION analysis , *MATHEMATICAL models , *MONOTONIC functions , *NONPARAMETRIC estimation , *SIMULATION methods & models - Abstract
Abstract: In this paper, we study -estimation for the partially linear model under monotonic constraints. We use monotone -splines to approximate the monotone nonparametric function. We show the large sample properties of the resulting estimators. The proposed estimator of parameter part is root- consistent, and asymptotically normal and the estimator for the nonparametric component achieves the optimal convergence rate. A simulation study is conducted to evaluate the finite sample performance of the method. The proposed procedure is illustrated by an air pollution study. [Copyright &y& Elsevier]
- Published
- 2013
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