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9783790813005

Partially Linear Models

by ; ;
  • ISBN13:

    9783790813005

  • ISBN10:

    3790813001

  • Format: Paperback
  • Copyright: 2000-07-01
  • Publisher: Physica Verlag
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Summary

In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.

Table of Contents

Preface
Introductionp. 1
Estimation of the Parametric Componentp. 19
Estimation of the Nonparametric Componentp. 45
Estimation with Measurement Errorsp. 55
Some Related Theoretic Topicsp. 77
Partially Linear Time Series Modelsp. 127
Basic Lemmasp. 181
Author Indexp. 197
Subject Indexp. 201
Symbols and Notationp. 203
Table of Contents provided by Blackwell. All Rights Reserved.

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