Pages that link to "Item:Q4337044"
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The following pages link to Asymptotic theory for partly linear models (Q4337044):
Displaying 50 items.
- Zero finite-order serial correlation test in a partially linear single-index model (Q394401) (← links)
- Spline estimators for semi-functional linear model (Q419160) (← links)
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
- Empirical likelihood for varying-coefficient single-index model with right-censored data (Q434232) (← links)
- Functional partially linear quantile regression model (Q464378) (← links)
- Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models (Q816533) (← links)
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (Q861403) (← links)
- Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
- Estimating the parametric component of nonlinear partial spline model (Q943603) (← links)
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model (Q945802) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in partial linear models (Q961806) (← links)
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
- Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors (Q1432849) (← links)
- Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models (Q1727889) (← links)
- Jackknifing in partially linear regression models with serially correlated errors (Q1765622) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- Asymptotic properties in partial linear models under dependence (Q1872842) (← links)
- Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors (Q1880285) (← links)
- Testing serial correlation in partially linear additive models (Q2316305) (← links)
- Wild bootstrap estimation in partially linear models with heteroscedasticity (Q2489878) (← links)
- Multivariate partially linear models (Q2497818) (← links)
- Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models (Q2508009) (← links)
- Empirical likelihood-based inferences in varying coefficient models with missing data (Q2516073) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses (Q2661948) (← links)
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models (Q2816431) (← links)
- Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models (Q2828697) (← links)
- Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models (Q3017866) (← links)
- Testing heteroscedasticity in partially linear models with missing covariates (Q3021191) (← links)
- Seasonality analysis of time series in partial linear models (Q3182736) (← links)
- On a semiparametric regression model whose errors form a linear process with negatively associated innovations (Q3409003) (← links)
- Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood (Q3518499) (← links)
- Adaptive parametric test in a semiparametric regression model (Q4226894) (← links)
- Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models (Q4414365) (← links)
- PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (Q4449051) (← links)
- MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS (Q4540588) (← links)
- Testing in partial linear regression models with dependent errors (Q4709839) (← links)
- On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons (Q4906417) (← links)
- Semiparametric efficient inferences for generalised partially linear models (Q4987547) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models (Q5076963) (← links)
- Semiparametric Bayesian networks for continuous data (Q5079188) (← links)
- Shrinkage and penalized estimation in semi-parametric models with multicollinear data (Q5221551) (← links)
- Testing Serial Correlation in Single Index Models (Q5259146) (← links)
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure (Q5299495) (← links)
- <i>L</i><sub>1</sub> penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors (Q5414504) (← links)
- Plug-in bandwidth choice in partial linear models with autoregressive errors (Q5956233) (← links)
