Series estimation of functional-coefficient partially linear regression model

Tran, Kien C. and Tsionas, Efthymios (2016) Series estimation of functional-coefficient partially linear regression model. Communications in Statistics - Theory and Methods, 46 (15). pp. 7593-7602. ISSN 0361-0926

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Abstract

This paper develops an alternative and complement estimation procedure for functional coefficient partially linear regression (FCPLR) model based on series method. We derive the convergence rates and asymptotic normality of the proposed estimator. We examine its finite sample performance and compare it with the two-step local linear estimator via a small scale Monte Carlo simulation.

Item Type:
Journal Article
Journal or Publication Title:
Communications in Statistics - Theory and Methods
Additional Information:
This is an Accepted Manuscript of an article published by Taylor & Francis in Communications in Statistics - Theory and Methods on 21/07/2016, available online: http://www.tandfonline.com/10.1080/03610926.2016.1157189
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2613
Subjects:
ID Code:
80563
Deposited By:
Deposited On:
11 Aug 2016 15:30
Refereed?:
Yes
Published?:
Published
Last Modified:
05 Aug 2020 04:24