Local linear estimation in partly linear models
From MaRDI portal
Publication:1369661
DOI10.1006/JMVA.1996.1642zbMath0883.62041OpenAlexW2002956528MaRDI QIDQ1369661
Young K. Truong, Scott A. Hamilton
Publication date: 20 October 1997
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1996.1642
semi-parametric modelsoptimal rate of convergencepartial linear modelslocal polynomial estimatordesign-adaptive nonparametric regression
Related Items (75)
Asymptotic normality of estimators in heteroscedastic errors-in-variables model ⋮ Empirical likelihood for partial linear models ⋮ Seemingly Unrelated Ridge Regression in Semiparametric Models ⋮ Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations ⋮ Performance of the difference-based estimators in partially linear models ⋮ Empirical likelihood for partially linear models under negatively associated errors ⋮ Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors ⋮ Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors ⋮ Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel ⋮ Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors ⋮ Moment consistency of estimators in partially linear models under NA samples ⋮ Statistical inference in the partial linear models with the inverse gaussian kernel ⋮ Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints ⋮ Robust partial residuals estimation in semiparametric partially linear model ⋮ Unnamed Item ⋮ Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors ⋮ Statistical inference in the partial linear models with the double smoothing local linear regression method ⋮ Estimation for partially linear models with missing responses: the fixed design case ⋮ CLT of wavelet estimator in semiparametric model with correlated errors ⋮ Consistency properties for the estimators of partially linear regression model under dependent errors ⋮ Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity ⋮ Local influence for Student-\(t\) partially linear models ⋮ On inference for a semiparametric partially linear regression model with serially correlated errors ⋮ Optimal model averaging for semiparametric partially linear models with measurement errors ⋮ Difference based estimation for partially linear regression models with measurement errors ⋮ Semiparametric generalized least squares estimation in partially linear regression models with correlated errors ⋮ A difference based approach to the semiparametric partial linear model ⋮ Robust estimation for partially linear models with large-dimensional covariates ⋮ Robust estimation in partially linear regression models ⋮ Empirical likelihood inference for partial linear models with ARCH(1) errors ⋮ S-estimator in partially linear regression models ⋮ Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors ⋮ Statistical tests in the partially linear additive regression models ⋮ On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons ⋮ Empirical Likelihood for Partially Linear Models with Missing Responses: The Fixed Design Case ⋮ Wavelet estimation of partially linear models ⋮ Empirical likelihood for partially linear models with missing responses at random ⋮ Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors ⋮ Estimation in partially linear models and numerical comparisons ⋮ L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors ⋮ Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors ⋮ Semiparametric Ridge Regression Approach in Partially Linear Models ⋮ Statistical inference for partially linear regression models with measurement errors ⋮ Jackknifing in partially linear regression models with serially correlated errors ⋮ Statistical inference in a panel data semiparametric regression model with serially correlated errors ⋮ Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model ⋮ Wild bootstrap estimation in partially linear models with heteroscedasticity ⋮ Wavelet estimation in varying-coefficient partially linear regression models ⋮ Wavelet methods in statistics: some recent developments and their applications ⋮ Censored partial linear models and empirical likelihood ⋮ Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models ⋮ Asymptotics of estimators in semi-parametric model under NA samples ⋮ Berry-Esseen type bounds in heteroscedastic semi-parametric model ⋮ Variable selection in partially linear wavelet models ⋮ On consistency of the weighted least squares estimators in a semiparametric regression model ⋮ Asymptotic normality in partial linear models based on dependent errors ⋮ Empirical likelihood for a partially linear model with covariate data missing at random ⋮ SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS ⋮ Statistical estimation in partial linear models with covariate data missing at random ⋮ Some uniform consistency results in the partially linear additive model components estimation ⋮ Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors ⋮ PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS ⋮ CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS ⋮ Berry–Esseen type bounds in heteroscedastic errors-in-variables model ⋮ Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models ⋮ Principal components regression estimator of the parameters in partially linear models ⋮ Block empirical likelihood for longitudinal partially linear regression models ⋮ Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with α-mixing dependent innovations ⋮ Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models ⋮ Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations ⋮ On a semiparametric regression model whose errors form a linear process with negatively associated innovations ⋮ Statistical inferences in a partially linear model with autoregressive errors ⋮ Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates ⋮ An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models ⋮ Jackknifing type weighted least squares estimators in partially linear regression models.
This page was built for publication: Local linear estimation in partly linear models