ESTIMATION AND VARIABLE SELECTION FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS

• Published in: The Annals of statistics Vol. 39; no. 4; p. 1827
• Main Authors: Wang, Li, Liu, Xiang, Liang, Hua, Carroll, Raymond J
• Format: Journal Article
• Language: English
• Published: United States 01.08.2011

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish asymptotic normality for the estimators of the parametric components...