Data-driven efficient estimators for a partially linear model
From MaRDI portal
Recommendations
Cited in
(48)- The Bayesian analysis of complex, high-dimensional models: can it be CODA?
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
- Jackknifing type weighted least squares estimators in partially linear regression models.
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
- SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS
- Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models
- Jackknifing in partially linear regression models with serially correlated errors
- Wavelet estimation in varying-coefficient partially linear regression models
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
- Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
- Rejoinder on: Subsampling weakly dependent time series and application to extremes
- Rejoinder to the discussions of “Spatial+: A novel approach to spatial confounding”
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
- Discussion on “Spatial+: A novel approach to spatial confounding” by Dupont, Wood, and Augustin
- Optimal data augmentation for the estimation of a linear parametric function in linear models
- Consistency properties for the estimators of partially linear regression model under dependent errors
- Estimation and inference in partially linear models with smoothing splines
- Censored partial linear models and empirical likelihood
- The law of iterated logarithm of estimators for partially linear panel data models
- A note on the optimality of generalized cross-validation bandwidth selection in partially linear models with kernel smoothing estimator
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Inferences with generalized partially linear single-index models for longitudinal data
- CLT of wavelet estimator in semiparametric model with correlated errors
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Statistical inference for partially linear regression models with measurement errors
- Adaptive parametric test in a semiparametric regression model
- CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
- Penalty, post pretest and shrinkage strategies in a partially linear model
- Mixing partially linear regression models
- On adaptive smoothing in partial linear models
- Semiparametric Ridge Regression Approach in Partially Linear Models
- Difference based estimation for partially linear regression models with measurement errors
- Estimating the parametric component of nonlinear partial spline model
- Asymptotic normality in partial linear models based on dependent errors
- Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors
- Seemingly unrelated ridge regression in semiparametric models
- Semiparametric regression model selections.
- Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
- Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints
- Robust estimators in semiparametric partly linear regression models.
- Statistical inference in a panel data semiparametric regression model with serially correlated errors
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
- Spatial+: A novel approach to spatial confounding
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
- Estimation for a partial-linear single-index model
This page was built for publication: Data-driven efficient estimators for a partially linear model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1327839)