Asymptotic normality in partial linear models based on dependent errors
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Cites work
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- scientific article; zbMATH DE number 700642 (Why is no real title available?)
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Cited in
(32)- Asymptotic normality of estimators in heteroscedastic errors-in-variables model
- Consistent and asymptotically normal PLS estimators for linear structural equations
- Asymptotic properties in partial linear models under dependence
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
- Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
- Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations
- Berry-Esseen type bounds in heteroscedastic semi-parametric model
- Empirical likelihood inference for semiparametric model with linear process errors
- Empirical likelihood for linear models under linear process errors
- Berry-Esseen type bounds in heteroscedastic errors-in-variables model
- Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
- Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
- Empirical likelihood for a heteroscedastic partial linear model
- Asymptotic normality of DHD estimators in a partially linear model
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
- scientific article; zbMATH DE number 700642 (Why is no real title available?)
- On local slope estimation in partial linear models under Gaussian subordination
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- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with -mixing errors
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
- Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors
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- Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces
- On estimation of nonparametric regression models with autoregressive and moving average errors
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- Convergence rates of wavelet estimators in semiparametric regression models under NA samples
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- Bahadur representations of M-estimators and their applications in general linear models
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- Explicit asymptotically normal estimators of an unknown parameter in a partially linear regression problem
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