A semiparametric multivariate partially linear model: A difference approach

A Semiparametric Multivariate Partially Linear Model: A Difference Approach By

A multivariate semiparametric partial linear model for both fixed and random design cases is considered. The fixed design case is shown to be, in effect, a semiparametric random field model. In either case, the model is analyzed using a difference sequence approach. The linear component is estimated based on the differences of observations and the functional component is estimated using a multi...

A semiparametric multivariate partially linear model: a difference approach

A multivariate semiparametric partial linear model for both fixed and random design cases is considered. The fixed design case is shown to be, in effect, a semiparametric random field model. In either case, the model is analyzed using a difference sequence approach. The linear component is estimated based on the differences of observations and the functional component is estimated using a multi...

A difference based approach to the semiparametric partial linear model

A commonly used semiparametric partial linear model is considered. We propose analyzing this model using a difference based approach. The procedure estimates the linear component based on the differences of the observations and then estimates the nonparametric component by either a kernel or a wavelet thresholding method using the residuals of the linear fit. It is shown that both the estimator...

Adaptive estimation of the functional component in a semiparametric multivariate partially linear model

Outlier Resistant Estimation in Difference-Based Semiparametric Partially Linear Models

The difference based estimation in partially linear models is an approach designed to estimate parametric component by using the ordinary least squares estimator after removing the nonparametric component from the model by differencing. However, it is known that least squares estimates do not provide useful information for the majority of data when the error distribution is not normal, particul...