کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
415381 681202 2008 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Local polynomial estimation in partial linear regression models under dependence
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Local polynomial estimation in partial linear regression models under dependence
چکیده انگلیسی

A regression model whose regression function is the sum of a linear and a nonparametric component is presented. The design is random and the response and explanatory variables satisfy mixing conditions. A new local polynomial type estimator for the nonparametric component of the model is proposed and its asymptotic normality is obtained. Specifically, this estimator works on a prewhitening transformation of the dependent variable, and the results show that it is asymptotically more efficient than the conventional estimator (which works on the original dependent variable) when the errors of the model are autocorrelated. A simulation study and an application to a real data set give promising results.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 5, 20 January 2008, Pages 2757–2777
نویسندگان
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