Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors

DOI10.1007/S00362-011-0412-3zbMath1256.62018OpenAlexW1989771672MaRDI QIDQ1935687

Guo-Liang Fan, Han-Ying Liang, Jiang-Feng Wang

Publication date: 19 February 2013

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

Full work available at URL: https://doi.org/10.1007/s00362-011-0412-3

zbMATH Keywords

confidence regions\(\alpha\)-mixing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (8)

Additive distortion measurement errors regression models with exponential calibration ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models ⋮ Estimation of the covariance matrix in multivariate partially linear models ⋮ Hypothesis test on response mean with inequality constraints under data missing when covariables are present ⋮ Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models ⋮ Quantile regression and its empirical likelihood with missing response at random ⋮ On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence ⋮ Parametric estimation of hidden Markov models by least squares type estimation and deconvolution

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