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Haerdle W., Liang H., Gao J. — Partially linear models
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Название: Partially linear modelsАвторы: Haerdle W., Liang H., Gao J.Аннотация: In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.
Язык: Рубрика: Математика /Вероятность /Статистика и приложения /Статус предметного указателя: Готов указатель с номерами страниц ed2k: ed2k stats Год издания: 2000Количество страниц: 205Добавлена в каталог: 03.06.2005Операции: Положить на полку |
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Предметный указатель
Abel's inequality 87 88 183 Additive autoregressive model 135 156 Additive stochastic regression model 18 127 156 Akahira, M. 112 113 187 An, H.Z. 150 187 Andrews, D.W.K. 160 187 Anglin, P.M. 52 187 Anh, V. V. 26 131 190 Asymptotic median unbiased (AMU) 112 113 114 Asymptotically efficient 18 95 100 Asymptotically efficient, Bahadur ~ (BAE) 104 105 106 Asymptotically efficient, second order ~ 9 Auestad, B. 156 196 Azzalini, A. 26 187 Bahadur, R.R. 104 187 Bai, Z.D. 113 197 Bandwidth 15 19 26 26 28 51 56 57 68 70 119 137 140 146 148 149 153 154 Begun, J.M. 94 187 Bernstein's inequality 84 86 91 122 122 183 Bhattacharva, P.K. 7 187 Bickel, P.J. 20 25 94 187 Blanchflower, D.G. 45 187 Boente, G. 164 187 Bowman, A. 26 187 Box, G.E.P. 20 25 187 Buckley, J. 33 133 188 Carroll, R.J. 10 20 25 27 45 55 61 62 66 188 194 196 Cauchy — Schwarz inequality 24 31 48 102 184 Censored 17 33 37 Chai, G.X. 126 188 Chambers, J.M. 152 188 Chebyshev's inequality 32 40 109 121 Chen, G.J. 94 189 Chen, H. 7 9 19 104 138 147 168 188 Chen, K.W. 138 168 188 Chen, R. 143 156 188 192 Chen, X. 19 48 94 189 190 Cheng, B. 157 188 Cheng, P. 41 77 82 94 104 188 192 194 Cholesterol 59 60 Chow, Y.S. 54 189 Correction for attenuation 18 55 Cross-validation 28 51 Cuzick, J. 9 94 95 189 Daniel, C. 3 143 189 Davison, A.C. 41 189 Deconvolution 66 DeVore, R.A. 133 189 Devroye, L.P. 123 189 Dinse, G.E. 4 189 Doukhan, P. 132 150 189 Eagleson, G.K. 133 188 Edgeworth expansion 113 Efron, B. 41 189 Elliner, S. 144 153 195 Engle, R.F. 1 7 9 189 Epanechnikov kernel 44 Errors-in-variables 66 Eubank, R.L. 26 45 130 190 Exogenous 20 22 Fan, J. 10 26 61 66 67 68 68 71 73 188 190 Fan, Y. 130 190 Fisher information matrix 95 112 Fixed design points 15 45 77 Fraiman, R. 164 187 Framingham 59 Fu, J.C. 104 190 Fuller, W.A. 21 25 55 190 193 Gallant, A.R. 132 144 153 160 190 195 Gao, J. T. 7 15 19 26 48 77 82 128 130 131 131 135 157 159 185 160 190 191 Gencay, R. 52 187 Gijbels, I. 10 26 188 190 Glass, L. 144 191 Gleser, L.J. 61 191 Golubev, G. 9 94 95 191 Granger, C.W.J. 1 7 9 128 189 196 Green, P. 3 8 191 Gu, M.G. 38 192 Gyoerfl L. 147 150 171 171 179 192 Haerdle, W. 10 12 17 20 26 41 43 50 60 62 94 95 147 150 156 159 167 169 170 171 179 188 191 194 Hall, P. 21 45 163 192 Hall, W. J. 94 187 Hamilton, S.A. 9 192 Hastie, T.J. 152 188 Heckman, N.E. 7 15 94 192 Heteroscedasticity 10 17 20 21 23 25 41 45 Heyde, C.C. 163 192 Hill, W.J. 20 25 187 Hinkley, D.V. 41 189 Hjellvik, V. 157 192 Hoelder continuous 104 Homoscedasticity 17 19 56 57 59 Hong, S.Y. 7 19 77 41 82 190 192 Hong, Y. 160 193 Huang, F.C. 150 187 Huang, S.M. 52 194 Huang, W.M. 94 187 Human capital 45 51 James, I. 33 188 Jayasuriva, B. R. 130 193 Jennison, C. 8 191 Jobson, J.D. 21 193 Jones, M.C. 26 197 Kambour, E.L. 9 189 Kaplan — Meier estimator 17 35 Kashin, B.S. 132 193 Kim, J.T. 9 189 Klaasen, C.A.J. 94 187 Klinke, S. 17 60 192 Klipple, K. 9 189 Kohn, R. 135 153 155 156 197 Koul, H. 33 193 Kreiss, J.P. 131 157 193 Lagakos, S.W. 4 189 Lai, T.L. 33 38 192 193 Law of the iterated logarithm (LIL) 18 77 119 125 Least dispersed regular 94 Li, Q. 130 190 Li, Z.Y. 126 188 Liang, H. 7 10 15 19 43 49 52 62 82 95 104 112 128 130 184 190 193 194 Lindeberg's condition 64 Linton, O. 112 194 Lipschitz continuous 15 23 24 25 53 58 124 125 Liu, J. 157 188 Local unemployment rate 45 Local uniformly consistent estimator 105 106 108 Lorentz, G.G. 133 189 Lu, K.L. 104 106 194 Luetkepohl, H. 156 192 Mackey, M. 144 191 Mak, T. K. 21 194 Mammen, E. 10 41 192 194 Masry, E. 132 156 195 McCaffrey, D. 144 153 195 Measurement error 18 55 56 59 61 61 Migration 10 Moore — Penrose inverse 129 Mueller, H.G. 21 45 195 Mueller, M. 10 12 17 60 192 192 Nadaraya — Watson weight function 28 51 44 Neumann, M.H. 131 157 193 Neyman — Pearson lemma 107 108 113 Nonlinear autoregressive model 144 157 Nonparametric time series 136 139 Nychka, D. 144 153 195 Optimal exponential rate 104 Ordinary smooth error 65 67 68 72 orthogonal series 128 131 Oswald, A.J. 45 187 Partially linear autoregressive model 18 127 139 144 Partially linear model 1 8 Partially linear time series 17 18 127 Piecewise polynomial 104 Pollard, D. 162 195 Power investigation 130 131 157 Quasi-likelihood 9 104 Random design points 15 77 Rao, J.N.K. 21 25 190 Reese, C.S. 9 189 Rendtel, U. 45 195 Replication 25 52 38 58 Rice, J. 1 9 15 94 189 195 Ritov, Y. 94 187 Robinson, P.M. 7 128 148 195 Roenz, B. 12 195 Ruppert, D. 20 25 188 Ryzin, J. 33 193 Saakyan, A.A. 132 193 Sandwich-type 57 Sarda, P. 147 150 192 Schick, A. 7 10 20 94 99 195 Schimek, M.G. 9 189 195 Schmalensee, R. 2 195 Schwarze, J. 45 195 Second order minimax estimator 9 94 Seheult, A. 8 191 Severini, T.A. 10 196 Shi, P.D. 130 131 191 Silverman, B.W. 9 191 Sommerfeld, V. 43 194 Speckman, P. 8 15 16 16 19 83 196 Spiegelman, C.H. 130 189 Split-sample 17 21 32 35 95 Stadtmueller, U. 21 45 195 Staniswalis, J.G. 10 196 Stationary process 127 136 Stefanski, L.A. 66 188 196 Stoker, T.M. 2 195 Stone, C.J. 94 104 196 Stout, W. 78 79 196 Super smooth error 65 67 68 74 Susarla, V. 33 193 Synthetic data 17 33 34 35 Tail probability 18 77 92 104 Takeuchi, K. 112 113 187 Teicher, H. 54 189 Teraesvirta, T. 128 196 Test statistic 18 127 130 131 131 157 Tibshirani, R.J. 41 189 Tjostheim, D. 128 132 150 156 192 195 196 Tong, H. 132 135 137 142 144 148 153 155 155 157 159 160 188 191 197 Trigonometric series 45 Tripathi, G. 5 196 Truncation parameter 135 156 Truong, Y.K. 9 61 66 67 68 68 71 73 190 192 Tsay, R. 143 156 188 U-shaped 45 van de Geer, S. 9 194 Vieu, P. 147 150 156 159 167 169 192 196 Wage curve 45 Wagner, T.J. 123 189 Wand, M. 10 26 188 197 Weak convergence 45 Weighted least squares 20 21 22 27 Weiss, A. 1 9 189 Wellner, J.A. 94 187 Werwatz, A. 49 194 Whaba, G. 9 197 White, H. 160 193 Whitney, P. 45 190 Willis, R.J. 45 197 Wolff, R. 135 156 159 160 191 Wong, C.M. 135 153 155 156 197 Wood, F.S. 3 143 189 Wu, C.F.J. 41 197 Wu, C.Y. 94 189 XploRe 17 60 Yao, Q.W. 131 137 142 157 193 197 Ying, Z.L. 33 193 Zhao, L.C. 7 19 48 84 113 191 197 Zhao, P.L. 7 187 Zhou, M. 33 38 197 Zhou, Y. 33 194
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