An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models

DOI10.1007/BF02762967zbMath1083.62039OpenAlexW2006247731MaRDI QIDQ816533

Gemai Chen, Jin-hong You

Publication date: 9 March 2006

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02762967

zbMATH Keywords

heteroscedasticitysimulations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (6)

Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure ⋮ Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure ⋮ Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors ⋮ Heteroscedastic partially linear model under skew-normal distribution with application in ragweed pollen concentration ⋮ Local influence for Liu estimators in semiparametric linear models ⋮ Estimation and clustering for partially heterogeneous single index model

Cites Work

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• Series estimation of semilinear models
• Local linear estimation in partly linear models
• The laws of the iterated logarithm of some estimates in partly linear models
• Estimating Heteroscedastic Variances in Linear Models
• Adaptive parametric test in a semiparametric regression model
• Asymptotic theory for partly linear models
• Large sample theory of the estimation of the error distribution for a semiparametric model
• Ordinary and weighted least-squares estimators

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