Estimating the parametric component of nonlinear partial spline model

Consider a nonlinear partial spline model . This article studies the estimation problem of when g0 is approximated by some graduating function. Some asymptotic results for are derived. In particular, it is shown that can be estimated with the usual parametric convergence rate without undersmoothing g0.Additive models Method of sieves Semiparametric regression models Nonlinear regression