Asymptotic theory for partly linear models

DOI10.1080/03610929508831598zbMath0937.62592OpenAlexW1990803955MaRDI QIDQ4337044

J. T. Gao

Publication date: 24 August 1997

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

Full work available at URL: https://mpra.ub.uni-muenchen.de/40452/1/MPRA_paper_40452.pdf

zbMATH Keywords

strong convergenceasymptotic normalitylinear processpartly linear model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

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• Convergence rates for partially splined models
• Convergence rates for parametric components in a partly linear model
• Asymptotic theory of nonlinear least squares estimation
• Asymptotics for linear processes
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Probability Inequalities for the Sum of Independent Random Variables
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Testing goodness of fit via nonparametric function estimation techniques
• Analytic Inequalities
• An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes

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