Abstract
In this chapter, we will focus on deriving the asymptotic properties of an estimator of the unknown function g(·) for the case of fixed design points. We consider its consistency, weak convergence rate and asymptotic normality. We also derive these results for a specific version of (1.2.3) with nonstochastic regressors and heteroscedastic errors.
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© 2000 Springer-Verlag Berlin Heidelberg
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Härdle, W., Liang, H., Gao, J. (2000). Estimation of the Nonparametric Component. In: Partially Linear Models. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57700-0_3
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DOI: https://doi.org/10.1007/978-3-642-57700-0_3
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-1300-5
Online ISBN: 978-3-642-57700-0
eBook Packages: Springer Book Archive