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Root-n consistent semiparametric estimation of partially linear models based on k-nn method. (English) Zbl 0914.62028
Summary: In the context of the partially linear semiparametric model examined by P. M. Robinson [Econometrica 56, No. 4, 931-954 (1988; Zbl 0647.62100)], we show that root-\(n\)-consistent estimation results established using kernel and series methods can also be obtained by using \(k\)-nearest-neighbor (\(k\)-nn) method.

MSC:
62G07 Density estimation
62J05 Linear regression; mixed models
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