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Article: Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model

TitleAsymptotically efficient estimation based on wavelet of expectation value in a partial linear model
Authors
KeywordsWavelet estimate
Asymptotic efficiency
Partly linear model
Issue Date1999
PublisherTaylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03610926.asp
Citation
Communications in Statistics: Theory and Methods, 1999, v. 28 n. 9, p. 2045-2055 How to Cite?
AbstractThis paper is concerned with a semiparametric regression model Yi=θ1+2(Ti)+εi, i=1,…n where the error εi is independent of Ti for each i, θ1 is an unknown constant of interest, and θ22 is an unknown function on [0,1]. In order to obtain an asymptotically efficient estimate θ1, θ2(t) is generally in the literature assumed to be a continuously differentiable function on [0,1]. In this paper, it is constructed assuming only that θ2 is an unknown piece-wise differentiablc function on [0, 1). In the process of construction, wavelet expansion is employed.
Persistent Identifierhttp://hdl.handle.net/10722/222909
ISSN
2015 Impact Factor: 0.3
2015 SCImago Journal Rankings: 0.518

 

DC FieldValueLanguage
dc.contributor.authorLiang, H-
dc.contributor.authorZhu, L-
dc.contributor.authorZhou, Y-
dc.date.accessioned2016-02-12T07:18:29Z-
dc.date.available2016-02-12T07:18:29Z-
dc.date.issued1999-
dc.identifier.citationCommunications in Statistics: Theory and Methods, 1999, v. 28 n. 9, p. 2045-2055-
dc.identifier.issn0361-0926-
dc.identifier.urihttp://hdl.handle.net/10722/222909-
dc.description.abstractThis paper is concerned with a semiparametric regression model Yi=θ1+2(Ti)+εi, i=1,…n where the error εi is independent of Ti for each i, θ1 is an unknown constant of interest, and θ22 is an unknown function on [0,1]. In order to obtain an asymptotically efficient estimate θ1, θ2(t) is generally in the literature assumed to be a continuously differentiable function on [0,1]. In this paper, it is constructed assuming only that θ2 is an unknown piece-wise differentiablc function on [0, 1). In the process of construction, wavelet expansion is employed.-
dc.languageeng-
dc.publisherTaylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03610926.asp-
dc.relation.ispartofCommunications in Statistics: Theory and Methods-
dc.rightsThis is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article.-
dc.subjectWavelet estimate-
dc.subjectAsymptotic efficiency-
dc.subjectPartly linear model-
dc.titleAsymptotically efficient estimation based on wavelet of expectation value in a partial linear model-
dc.typeArticle-
dc.identifier.doi10.1080/03610929908832405-
dc.identifier.hkuros48122-
dc.identifier.volume28-
dc.identifier.issue9-
dc.identifier.spage2045-
dc.identifier.epage2055-
dc.publisher.placeUnited States-

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