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Abstract:
In this paper, we propose Bernstein polynomial estimation for the partially linear model when the nonparametric component is subject to convex (or concave) constraint. We employ a nested sequence of Bernstein polynomials to approximate the convex (or concave) nonparametric function. Bernstein polynomial estimation can be obtained as a solution of a constrained least squares method and hence we use a quadratic programming algorithm to compute efficiently the estimator. We show that the estimator of the parametric part is asymptotically normal. The rate of convergence of the nonparametric function estimator is established under very mild conditions. The small sample properties of our estimation are provided via simulation study and compared with regression splines method. A real data analysis is conducted to illustrate the application of the proposed method. (C) 2014 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
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JOURNAL OF THE KOREAN STATISTICAL SOCIETY
ISSN: 1226-3192
Year: 2015
Issue: 1
Volume: 44
Page: 58-67
0 . 6 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:82
JCR Journal Grade:4
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 4
SCOPUS Cited Count: 4
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 6
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