Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
نویسندگان
چکیده
منابع مشابه
Efficient estimation of partially linear varying coefficient models
In this paper, we consider the problem of estimating a semiparametric partially linear varying coefficient model. We derive the semiparametric efficiency bound for the asymptotic variance of the finitedimensional parameter estimator. We also propose an efficient estimator for estimating the finitedimensional parameter of the model. Simulation results show substantial efficiency gain of our prop...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.01.004