Mammen, Enno ; Thomas-Agnan, Christine
In: Scandinavian Journal of Statistics, 26 (June 1999), Nr. 2. pp. 239-252. ISSN 1467-9469
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Abstract
Consider a partial linear model, where the expectation of arandom variable Y depends on covariates (x,z) through F( theta_0 x + m_0 (z)), with theta_0 an unknown parameter, and m_0 an unknown function. We apply the theory of empirical processes to derive the asymptotic properties of the penalized quasi-likelihood estimator.
| Document type: | Article |
|---|---|
| Journal or Publication Title: | Scandinavian Journal of Statistics |
| Volume: | 26 |
| Number: | 2 |
| Publisher: | Wiley-Blackwell |
| Place of Publication: | Oxford |
| Date Deposited: | 02 Jun 2016 08:12 |
| Date: | June 1999 |
| ISSN: | 1467-9469 |
| Page Range: | pp. 239-252 |
| Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
| DDC-classification: | 310 General statistics 510 Mathematics |
| Uncontrolled Keywords: | Convexity; monotonicity; rates of convergence; shape restrictions; smoothing splines |
| Series: | Beiträge zur Statistik > Beiträge |
