Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
研究了Robinson(1988)的部分线性半参数模型,证明使用k近邻方法也能得到与核方法和级数方法相同的根n一致估计结果。
In the context of the partially linear semiparametric model examined by Robinson (1988), we show that root-n-consisten estimation results established using kernel and series methods can also be obtained by using k-nearest-neighbor (k-nn) method.