Hong, Sheng-Yan; Cheng, Ping - In: Journal of Multivariate Analysis 70 (1999) 2, pp. 207-220
By establishing the asymptotic normality for the kernel smoothing estimator[beta]nof the parametric components[beta]in the partial linear modelY=X'[beta]+g(T)+[var epsilon], P. Speckman (1988,J. Roy. Statist. Soc. Ser. B50, 413-456) proved that the usual parametric raten-1/2is attainable under...