A generalized partially linear framework for variance functions
The authors are concerned with the so-called variance function generalized partially linear model (VFGPLM), a heteroscedastic regression model where both the mean function and the variance function are modeled in a partially linear manner. A two-step estimation procedure for the parameters of the linear part of the mean and the variance function, respectively, is proposed. The authors prove asymptotic normality and analyze (asymptotic) efficiency of the resulting estimators. Finally, the finite-sample behavior of the proposed estimators is illustrated by means of computer simulations and by an empirical example.
- Variance function additive partial linear models
- Variance function partially linear single-index models
- Partial linear models with heteroscedastic variances
- Efficient semiparametric estimator for heteroscedastic partially linear models
- Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models
- Adapting for heteroscedasticity in linear models
- Adaptive variance function estimation in heteroscedastic nonparametric regression
- An Analysis for Unreplicated Fractional Factorials
- Convergence rates for parametric components in a partly linear model
- Correcting Inhomogeneity of Variance with Power Transformation Weighting
- Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
- Efficient semiparametric estimator for heteroscedastic partially linear models
- Estimation and testing for partially linear single-index models
- Estimation and variable selection for generalized additive partial linear models
- Estimation for a linear regression model with unknown diagonal covariance matrix
- Estimation in a semiparametric partially linear errors-in-variables model
- Fitting a bivariate additive model by local polynomial regression
- Generalized Partially Linear Single-Index Models
- scientific article; zbMATH DE number 4011660 (Why is no real title available?)
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 4100415 (Why is no real title available?)
- scientific article; zbMATH DE number 42417 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Mixtures of g Priors for Bayesian Variable Selection
- Nonparametric and semiparametric models.
- Parametric and semiparametric approaches to testing for seasonal trend in serial count data
- Quasi-likelihood Estimation in Semiparametric Models
- Robust estimation in heteroscedastic linear models
- Root-N-Consistent Semiparametric Regression
- Semi-parametric estimation of partially linear single-index models
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Semiparametric weighted lease squares
- Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
- The Asymptotic Variance of Semiparametric Estimators
- Unified LASSO Estimation by Least Squares Approximation
- Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
- Variance Function Estimation
- Variance function partially linear single-index models
- Variances are not always nuisance parameters
- Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression
- A NEW GENERALIZED VARENTROPY AND ITS PROPERTIES
- Variance function partially linear single-index models
- A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION
- Partial linear models with heteroscedastic variances
- Projection tests for regression coefficients in high-dimensional partial linear models
- Variance function additive partial linear models
This page was built for publication: A generalized partially linear framework for variance functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1786908)
