Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154318 | Statistics & Probability Letters | 2006 | 7 Pages |
Abstract
Univariate partially linear regression models have been widely discussed in recent years. In this paper, we consider a multivariate partially linear regression model under independent errors, where the response variable is d-dimensional. We obtain the asymptotic bias and variance for both the parametric and the nonparametric components. Moreover, we investigate the asymptotic normality of the LS estimator of the parametric component.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Beatriz Pateiro-López, Wenceslao González-Manteiga,