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-estimation for the partially linear regression model under monotonic constraints.
- Source :
-
Statistics & Probability Letters . May2013, Vol. 83 Issue 5, p1353-1363. 11p. - Publication Year :
- 2013
-
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]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 83
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 89066182
- Full Text :
- https://doi.org/10.1016/j.spl.2013.01.006