Signed-rank analysis of a partial linear model with B-splines estimated monotone non parametric function

Abstract

For a partially linear regression model, we propose a signed-rank estimation method. The proposed estimator for the linear unknown parameter vector is shown to have √ n-consistency while monotone B-splines are used to estimate the unknown monotone nonparametric function. Finite samples simulations are carried out to evaluate the performance of the proposed estimation method and a practical application on the study of Air Pollution data is given.