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Consider a partial linear model, where the expectation of a random variable Y depends on covariates (x, z) through F(θ 0 x + m 0 (z)), with θ 0 an unknown parameter, and m 0 an unknown function. We apply the theory of empirical processes to derive the asymptotic properties of the penalized quasi-likelihood estimator.

Penalized quasi-likelihood estimation in partial linear models