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Efficient semiparametric estimator for heteroscedastic partially linear models |
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| Authors: | Ma, Yanyuan Chiou, Jeng-Min Wang, Naisyin |
| Affiliation: | 1 Department of Statistics, Texas A&M University, College Station, Texas 77843, U.S.A. ma{at}stat.tamu.edu, 2 Institute of Statistical Science, Academia Sinica, 128 Academia Road, Taipei 115, Taiwan jmchiou{at}stat.sinica.edu.tw, 3 Department of Statistics, Texas A&M University, College Station, Texas 77843, U.S.A. nwang{at}stat.tamu.edu |
| Abstract: | |
| Keywords: | Double robustness Kernel estimation Influence function Partial spline Semiparametric efficiency bound |
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