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  • FCPLR-Series-Feb-2016

    Rights statement: This is an Accepted Manuscript of an article published by Taylor & Francis in Communications in Statistics - Theory and Methods on 21/07/2016, available online: http://www.tandfonline.com/10.1080/03610926.2016.1157189

    Accepted author manuscript, 739 KB, PDF document

    Available under license: CC BY-NC: Creative Commons Attribution-NonCommercial 4.0 International License

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Series estimation of functional-coefficient partially linear regression model

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Series estimation of functional-coefficient partially linear regression model. / Tran, Kien C.; Tsionas, Efthymios.
In: Communications in Statistics - Theory and Methods, Vol. 46, No. 15, 10.08.2016, p. 7593-7602.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Tran, KC & Tsionas, E 2016, 'Series estimation of functional-coefficient partially linear regression model', Communications in Statistics - Theory and Methods, vol. 46, no. 15, pp. 7593-7602. https://doi.org/10.1080/03610926.2016.1157189

APA

Tran, K. C., & Tsionas, E. (2016). Series estimation of functional-coefficient partially linear regression model. Communications in Statistics - Theory and Methods, 46(15), 7593-7602. https://doi.org/10.1080/03610926.2016.1157189

Vancouver

Tran KC, Tsionas E. Series estimation of functional-coefficient partially linear regression model. Communications in Statistics - Theory and Methods. 2016 Aug 10;46(15):7593-7602. Epub 2016 Jul 21. doi: 10.1080/03610926.2016.1157189

Author

Tran, Kien C. ; Tsionas, Efthymios. / Series estimation of functional-coefficient partially linear regression model. In: Communications in Statistics - Theory and Methods. 2016 ; Vol. 46, No. 15. pp. 7593-7602.

Bibtex

@article{666311745e0a41858ec413a2f6c0891e,
title = "Series estimation of functional-coefficient partially linear regression model",
abstract = "This paper develops an alternative and complement estimation procedure for functional coefficient partially linear regression (FCPLR) model based on series method. We derive the convergence rates and asymptotic normality of the proposed estimator. We examine its finite sample performance and compare it with the two-step local linear estimator via a small scale Monte Carlo simulation.",
keywords = "Functional-coefficient, Series approximation, Convergence rate, Asymptotic normality",
author = "Tran, {Kien C.} and Efthymios Tsionas",
note = "This is an Accepted Manuscript of an article published by Taylor & Francis in Communications in Statistics - Theory and Methods on 21/07/2016, available online: http://www.tandfonline.com/10.1080/03610926.2016.1157189",
year = "2016",
month = aug,
day = "10",
doi = "10.1080/03610926.2016.1157189",
language = "English",
volume = "46",
pages = "7593--7602",
journal = "Communications in Statistics - Theory and Methods",
issn = "0361-0926",
publisher = "Taylor and Francis Ltd.",
number = "15",

}

RIS

TY - JOUR

T1 - Series estimation of functional-coefficient partially linear regression model

AU - Tran, Kien C.

AU - Tsionas, Efthymios

N1 - This is an Accepted Manuscript of an article published by Taylor & Francis in Communications in Statistics - Theory and Methods on 21/07/2016, available online: http://www.tandfonline.com/10.1080/03610926.2016.1157189

PY - 2016/8/10

Y1 - 2016/8/10

N2 - This paper develops an alternative and complement estimation procedure for functional coefficient partially linear regression (FCPLR) model based on series method. We derive the convergence rates and asymptotic normality of the proposed estimator. We examine its finite sample performance and compare it with the two-step local linear estimator via a small scale Monte Carlo simulation.

AB - This paper develops an alternative and complement estimation procedure for functional coefficient partially linear regression (FCPLR) model based on series method. We derive the convergence rates and asymptotic normality of the proposed estimator. We examine its finite sample performance and compare it with the two-step local linear estimator via a small scale Monte Carlo simulation.

KW - Functional-coefficient

KW - Series approximation

KW - Convergence rate

KW - Asymptotic normality

U2 - 10.1080/03610926.2016.1157189

DO - 10.1080/03610926.2016.1157189

M3 - Journal article

VL - 46

SP - 7593

EP - 7602

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

IS - 15

ER -