We consider the component analysis problem for a regression model with an additive structure. The problem is to check … we show that under mild conditions on the design and smoothness of the regression function, each component can be tested …

We consider the component analysis problem for a regression model with an additive structure. The problem is to check … we show that under mild conditions on the design and smoothness of the regression function, each component can be tested …

We develop inference tools in a semiparametric partially linear regression model with missing response data. A class of … estimators is defined that includes as special cases: a semiparametric regression imputation estimator, a marginal average … using the semiparametric regression method the empirical log-likelihood is asymptotically a scaled chi-square variable. An …

based quantile regression in order to determine an active set of portfolio elements with negative non-zero coefficients …