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題 名 | Backfitting Versus Profiling in General Criterion Functions |
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作 者 | Keilegom, Ingrid Van; Carroll, Raymond J.; | 書刊名 | Statistica Sinica |
卷 期 | 17:2 2007.04[民96.04] |
頁 次 | 頁797-816 |
分類號 | 319.711 |
關鍵詞 | Backfitting; Change points; Dioxin; Kernel estimation; Median regression; Nonparametric regression; Partially linear model; Profile kernel methods; Semiparametric estimation; Undersmoothing; |
語 文 | 英文(English) |
英文摘要 | We study the backfitting and profile methods for general criterion functions that depend on a parameter of interest β and a nuisance function □. We show that when different amounts of smoothing are employed for each method to estimate the function □, the two estimation procedures produce estimator of β with the same limiting distributions, even when the criterion functions are non-smooth in β and/or □. The results are applied to a partially linear median regression model and a change point model, both examples of non-smooth criterion functions. |
本系統中英文摘要資訊取自各篇刊載內容。