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Statistical Inference for Semiparametric Varying-coefficient Partially Linear Models with Generated Regressors (F06-463)
We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square-based estimation procedures are developed for parametric and nonparametric components after we calibrate the er...
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| Main Authors: | , |
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| Format: | Artigo |
| Language: | Inglês |
| Published: |
2009
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2652893/ https://ncbi.nlm.nih.gov/pubmed/20126281 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/07-AOS561 |
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