Nonlinear regression checking via local polynomial smoothing with applications to thermogravimetric analysis

2009 ◽  
Vol 23 (6) ◽  
pp. 275-282 ◽  
Author(s):  
Ricardo Cao ◽  
Salvador Naya

2012 ◽  
Vol 40 (3) ◽  
pp. 455-470
Author(s):  
ANOUAR EL GHOUCH ◽  
MARC G. GENTON ◽  
TAOUFIK BOUEZMARNI






2016 ◽  
Vol 35 (20) ◽  
pp. 3613-3622 ◽  
Author(s):  
Lei Ye ◽  
Ada O. Youk ◽  
Susan M. Sereika ◽  
Stewart J. Anderson ◽  
Lora E. Burke


2018 ◽  
Vol 35 (05) ◽  
pp. 1048-1087 ◽  
Author(s):  
Christoph Rothe ◽  
Sergio Firpo

An estimator of a finite-dimensional parameter is said to be doubly robust (DR) if it imposes parametric specifications on two unknown nuisance functions, but only requires that one of these two specifications is correct in order for the estimator to be consistent for the object of interest. In this article, we study versions of such estimators that use local polynomial smoothing for estimating the nuisance functions. We show that such semiparametric two-step (STS) versions of DR estimators have favorable theoretical and practical properties relative to other commonly used STS estimators. We also show that these gains are not generated by the DR property alone. Instead, it needs to be combined with an orthogonality condition on the estimation residuals from the nonparametric first stage, which we show to be satisfied in a wide range of models.







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