Robust estimation and wavelet thresholding in partially linear models
نویسندگان
چکیده
منابع مشابه
Robust estimation and wavelet thresholding in partially linear models
This paper is concerned with a semiparametric partially linear regression model with unknown regression coefficients, an unknown nonparametric function for the non-linear component, and unobservable Gaussian distributed random errors. We present a wavelet thresholding based estimation procedure to estimate the components of the partial linear model by establishing a connection between an l1-pen...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2007
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-007-9019-x