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Author:

Du, Jiang (Du, Jiang.) (Scholars:杜江) | Sun, Zhimeng (Sun, Zhimeng.) | Xie, Tianfa (Xie, Tianfa.)

Indexed by:

Scopus SCIE

Abstract:

In this paper, we study M-estimation for the partially linear model under monotonic constraints. We use monotone B-splines to approximate the monotone nonparametric function. We show the large sample properties of the resulting estimators. The proposed estimator of parameter part is root-n consistent, and asymptotically normal and the estimator for the nonparametric component achieves the optimal convergence rate. A simulation study is conducted to evaluate the finite sample performance of the method. The proposed procedure is illustrated by an air pollution study. Crown Copyright (C) 2013 Published by Elsevier B.V. All rights reserved.

Keyword:

M-estimation Quantile regression Empirical process Monotone B-splines

Author Community:

  • [ 1 ] [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xie, Tianfa]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Sun, Zhimeng]Cent Univ Finance & Econ, Sch Stat, Beijing 100081, Peoples R China

Reprint Author's Address:

  • 杜江

    [Du, Jiang]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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Source :

STATISTICS & PROBABILITY LETTERS

ISSN: 0167-7152

Year: 2013

Issue: 5

Volume: 83

Page: 1353-1363

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:4

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 7

SCOPUS Cited Count: 7

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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