Adaptive parametric test in a semiparametric regression model

DOI10.1080/03610929708831950zbMath0912.62043OpenAlexW2050572713MaRDI QIDQ4226894

J. T. Gao

Publication date: 26 May 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831950

zbMATH Keywords

asymptotic distributionsmoothingadaptive estimationnonparametric regressionB-spline

Mathematics Subject Classification ID

Density estimation (62G07) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (18)

Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors ⋮ On inference for a semiparametric partially linear regression model with serially correlated errors ⋮ Semiparametric generalized least squares estimation in partially linear regression models with correlated errors ⋮ Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors ⋮ A test for the parametric form of the variance function in a partial linear regression model ⋮ L₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors ⋮ Block external bootstrap in partially linear models with nonstationary strong mixing error terms ⋮ Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models ⋮ Asymptotic normality in partial linear models based on dependent errors ⋮ SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS ⋮ PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS ⋮ Testing in partial linear regression models with dependent errors ⋮ Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models ⋮ Shrinkage and penalized estimation in semi-parametric models with multicollinear data ⋮ A central limit theorem for a random quadratic form of strictly stationary processes ⋮ Semiparametric regression under long-range dependent errors. ⋮ Robust inference in partially linear models with missing responses ⋮ An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models

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