Edgeworth expansion in partial linear models

DOI10.1007/BF02580433MaRDI QIDQ4209707zbMATH OpenFDO

Authors Jian Shi

Publication date 29 November 1998

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02580433

zbMATH Keywords

Edgeworth expansionleast-squares estimationpartial linear modelsweight functions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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Cites work

• Edgeworth expansion in regression models
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• On the validity of the formal Edgeworth expansion
• Random weighting approximation in linear regression models

Cited in

(12)

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• Improved confidence regions based on Edgeworth expansions
• Empirical likelihood for partially linear models
• Convergence to diffusion waves for nonlinear evolution equations with ellipticity and damping, and with different end states
• Fundamental solution of the anisotropic porous medium equation
• scientific article; zbMATH DE number 3862227 (Why is no real title available?)
• Asymptotic Expansions of the Distribution of the Estimator for the Generalized Partial Correlation Under Nonnormality
• A note on the edgeworth-expansion for minque
• scientific article; zbMATH DE number 2219441 (Why is no real title available?)
• Edgeworth expansion in regression models

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