A Semi-parametric Extension of Generalized Linear Models |
Contents
Background material and model description | 4 |
Estimation | 21 |
Asymptotic properties of the MPLE | 38 |
Copyright | |
1 other sections not shown
Common terms and phrases
Aj+1 algorithm Annals of Statistics asserted assumption asymptotic properties Bayesian canonical link Classical linear models Condition ND covariates cross-validation define definition denote dimensional eq(i Example exists a constant exponential family follows GLM's Hence i e IN,1 inequality J(G₁ J(SH je J(G Journal Lemma likelihood principle linear models link function logistic model Markov process maximizer maximum likelihood menarche menarche data misspecified MPLE multivariate normal distribution N-xo n₁ Nelder Newton-Raphson method nj+1 non-parametric non-parametric models notation obtain oof-N Op(N parametric models partition penalized likelihood penalty term predict Proof of Lemma q,re Royal Statistical Society S,dg S,ds Section semi-parametric extension semi-parametric models SPGLM spline smoothing Stükel subset suffices to show Theorem vol(S Wahba z₁ Zp+1 λι