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Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model

Author

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  • Liang, Baosheng
  • Hu, Tao
  • Tong, Xingwei

Abstract

This paper studies a monotone constrained varying-coefficient partially linear model with errors in variables using a monotone B-spline approach based on adjusted least squares. The proposed estimator is consistent, asymptotically normal, and performs well in numerical studies.

Suggested Citation

  • Liang, Baosheng & Hu, Tao & Tong, Xingwei, 2015. "Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 169-175.
    • Handle: RePEc:eee:stapro:v:103:y:2015:i:c:p:169-175
    DOI: 10.1016/j.spl.2015.04.011
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    References listed on IDEAS

    as
    1. Minggen Lu & Ying Zhang & Jian Huang, 2007. "Estimation of the mean function with panel count data using monotone polynomial splines," Biometrika, Biometrika Trust, vol. 94(3), pages 705-718.
    2. Vaart,A. W. van der, 2000. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521784504, October.
    3. Lu, Minggen, 2010. "Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2528-2542, November.
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