Efficient semiparametric estimation in generalized partially linear additive models |
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Authors: | Kyusang Yu Young Kyung Lee |
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Institution: | 1. Konkuk University, Republic of Korea;2. Kangwon National University, Republic of Korea |
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Abstract: | In this paper we study semiparametric generalized additive models in which some part of the additive function is linear. We study the semiparametric efficiency under this regression model for the exponential family. We also present an asymptotically efficient estimation procedure based on the generalized profile likelihood approach. |
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