11- https://doi.org/10.1080/10485259508832632
Nearest-neighbour estimation of semiparametric regression models
- Jan 1, 1995
- Journal of Nonparametric Statistics
- P.m Robinson
Abstract
Parameter estimates are proposed for semiparametric regression models with either linear or nonlinear parametric component, and arbitrarily many regressors in the nonparametric component. The estimates, which utilize nearest neighbour nonparametric regression, are shown to be consistent under mild conditions.
- # Semiparametric Regression Models
- # Nonparametric Component
- # Semiparametric Models
- # Estimation Of Regression Models
- # Mild Conditions
- # Estimation Of Models
- # Linear Component
- # Nonlinear Component
- # Neighbour Nonparametric Regression
- # Nearest Neighbour
