Jackknifing in partially linear regression models with serially correlated errors

DOI10.1016/J.JMVA.2003.11.004zbMath1059.62046OpenAlexW2121563725MaRDI QIDQ1765622

Gemai Chen, Xian Zhou, Jin-hong You

Publication date: 23 February 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.11.004

zbMATH Keywords

RobustnessConsistencyAsymptotic normalityJackknife-type estimationPartially linear regression modelSemiparametric least-squares estimatorSerially correlated errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Related Items (7)

CLT of wavelet estimator in semiparametric model with correlated errors ⋮ Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models ⋮ Generalized ridge estimation of a semiparametric regression model ⋮ Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors ⋮ Empirical likelihood inference for semiparametric model with linear process errors ⋮ Asymptotic normality in partial linear models based on dependent errors ⋮ Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with α-mixing dependent innovations

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