Estimating the parametric component of nonlinear partial spline model |
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| Authors: | Tzee-Ming Huang Hung Chen |
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| Affiliation: | a Department of Statistics, National Chengchi University, Taipei 11605, Taiwan
b Department of Mathematics, National Taiwan University, Taipei 10764, Taiwan |
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| Abstract: | Consider a nonlinear partial spline model  . This article studies the estimation problem of  when g0 is approximated by some graduating function. Some asymptotic results for  are derived. In particular, it is shown that  can be estimated with the usual parametric convergence rate without undersmoothing g0. |
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| Keywords: | primary 62G05 62H12 62J99 |
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