Differenced-Based Double Shrinking in Partial Linear Models

Mina Norouzirad; Mohammad Arashi; Mahdi Roozbeh

Volume 1, Issue 1 , December 2022, , Pages 21-32


  Partial linear model is very flexible when the relation between the covariates and responses, either parametric and nonparametric. However, estimation of the regression coefficients is challenging since one must also estimate the nonparametric component simultaneously. As a remedy, the differencing approach, ...  Read More