Penalized quasi-likelihood estimation in partial linear models
Mammen, Enno ; van de Geer, Sara
Ann. Statist., Tome 25 (1997) no. 6, p. 1014-1035 / Harvested from Project Euclid
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Consider a partial linear model, where the expectation of a random 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.
Publié le : 1997-06-14
Classification:  Asymptotic normality,  penalized-likelihood,  rates of convergence,  62G05,  62G20 
@article{1069362736,
     author = {Mammen, Enno and van de Geer, Sara},
     title = {Penalized quasi-likelihood estimation in partial linear models},
     journal = {Ann. Statist.},
     volume = {25},
     number = {6},
     year = {1997},
     pages = { 1014-1035},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1069362736}
}

Mammen, Enno; van de Geer, Sara. Penalized quasi-likelihood estimation in partial linear models. Ann. Statist., Tome 25 (1997) no. 6, pp.  1014-1035. http://gdmltest.u-ga.fr/item/1069362736/