A Robbins–Monro procedure for estimation in semiparametric regression models
半参数回归模型估计中的 Robbins–Monro 程序
This paper is devoted to the parametric estimation of a shift together with the nonparametric estimation of a regression function in a semiparametric regression model. We implement a very efficient and easy to handle Robbins–Monro procedure. On the one hand, we propose a stochastic algorithm similar to that of Robbins–Monro in order to estimate the shift parameter. A preliminary evaluation of the regression function is not necessary to estimate the shift parameter. On the…