On a semiparametric regression model whose errors form a linear process with negatively associated innovations (Q3409003): Difference between revisions

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+Local linear estimation in partly linear models
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+Penalized quasi-likelihood estimation in partial linear models
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+A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
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+Q4516961
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+Estimation of the autocorrelation coefficient in the presence of a regression trend
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+Efficient estimation in a semiparametric additive regression model with autoregressive errors
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+An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
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+Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
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+Semiparametric regression under long-range dependent errors.
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+MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
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+CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
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+Asymptotic theory for partly linear models
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+Asymptotics for linear processes
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+Negative association of random variables, with applications
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+A note on the almost sure convergence of sums of negatively dependent random variables
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+The law of iterated logarithm for negatively associated random variables
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+Complete convergence for weighted sums of negatively associated random variables
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+Asymptotic normality of random fields of positively or negatively associated processes
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+Kaplan-Meier estimator under association
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+Normal rank
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+Berry-esseen bounds for smooth estimator of a distribution function under association
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+Asymptotic normality of the kernel estimate of a probability density function under association
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+Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
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+A comparison theorem on moment inequalities between negatively associated and independent random variables
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+Analytic Inequalities
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