Testing in partial linear regression models with dependent errors

DOI10.1080/10485250306033zbMath1019.62056OpenAlexW2046340696MaRDI QIDQ4709839

Germán Aneiros-Pérez, Wenceslao González Manteiga

Publication date: 29 September 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250306033

zbMATH Keywords

time serieskernel smoothingmixingpartial linear models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

Related Items (12)

Additivity test on the nonlinear part in partially linear models ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Statistical inference in partially time-varying coefficient models ⋮ Robust inference in generalized partially linear models ⋮ On local slope estimation in partial linear models under Gaussian subordination ⋮ A test for the parametric form of the variance function in a partial linear regression model ⋮ Estimation of the marginal location under a partially linear model with missing responses ⋮ Testing linearity in semi-parametric functional data analysis ⋮ Robust estimators in semi-functional partial linear regression models ⋮ Asymptotic normality in partial linear models based on dependent errors ⋮ Robust inference in partially linear models with missing responses ⋮ Robust Tests in Semiparametric Partly Linear Models

Cites Work

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• On bandwidth selection in partial linear regression models under dependence
• Root-N-Consistent Semiparametric Regression
• Choice of bandwidth for kernel regression when residuals are correlated
• Adaptive parametric test in a semiparametric regression model
• Asymptotic theory for partly linear models
• A plug-in technique in nonparametric regression with dependence
• Second Order Approximation in the Partially Linear Regression Model
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• Testing linearity of regression models with dependent errors by kernel based methods
• Plug-in bandwidth choice in partial linear models with autoregressive errors

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