Difference-based M-estimator of generalized semiparametric model with NSD errors
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Cites work
- \(M\)-estimation of linear models with dependent errors
- A difference based approach to the semiparametric partial linear model
- A difference-based approach in the partially linear model with dependent errors
- Almost sure convergence theorem and strong stability for weighted sums of NSD random variables
- An elementary estimator of the partial linear model
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
- Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
- Asymptotic normality of DHD estimators in a partially linear model
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
- Complete moment convergence for arrays of rowwise NSD random variables
- Complete moment convergence for double-indexed randomly weighted sums and its applications
- Complete moment convergence for weighted sums of negatively superadditive dependent random variables
- Difference based estimation for partially linear regression models with measurement errors
- Difference based ridge and Liu type estimators in semiparametric regression models
- Difference-based ridge estimator of parameters in partial linear model
- Doubly robust estimation of generalized partial linear models for longitudinal data with dropouts
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- Estimation for a partial-linear single-index model
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- Negatively superadditive dependence of random variables with applications.
- On the Kolmogorov inequalities for quadratic forms of dependent uniformly bounded random variables
- On the strong convergence for weighted sums of negatively superadditive dependent random variables
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Restricted difference-based Liu estimator in partially linear model
- Robust estimates in generalized partially linear models
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Robust Estimation of a Location Parameter
- Robust estimation of generalized partially linear model for longitudinal data with dropouts
- Robust inference in generalized partially linear models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Semi-parametric estimation of partially linear single-index models
- Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
- Statistical inferences for partially linear single-index models with error-prone linear covariates
- Variance function partially linear single-index models
- Wavelet estimation in varying-coefficient partially linear regression models
- Weak linear representation of M-estimation in GLMs with dependent errors
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