Penalized quasi-likelihood estimation in partial linear models

• 成果类型: Article
• 署名作者: Mammen, E; Van de Geer, S
• 署名单位: Ruprecht Karls University Heidelberg; Leiden University - Excl LUMC; Leiden University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1997
• 页码: 1014-1035
• 关键词: regression-analysis; resampling methods; convergence-rates; spline; jackknife; bootstrap

摘要

Consider a partial linear model, where the expectation of a random variable Y depends on covariates (x, z) through F(theta(o)x + m(o)(z)), with theta(o) an unknown parameter, and m(o) an unknown function. We apply the theory of empirical processes to derive the asymptotic properties of the penalized quasi-likelihood estimator.