Empirical likelihood for a heteroscedastic partial linear model
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 6129189
- Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
- Empirical likelihood for heteroscedastic partially linear models
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Empirical likelihood for partially linear models
Cites work
- Adapting for heteroscedasticity in linear models
- Asymptotic normality in partial linear models based on dependent errors
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Asymptotics of estimators in semi-parametric model under NA samples
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
- Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Empirical likelihood for partial linear models
- Empirical likelihood for partially linear models
- Empirical likelihood for single-index models
- Empirical likelihood inference for partial linear models under martingale difference sequence
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- Local linear regression smoothers and their minimax efficiencies
- MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
- Semiparametric regression under long-range dependent errors.
- Statistical inference of partially linear regression models with heteroscedastic errors
- Testing heteroscedasticity in partially linear regression models
Cited in
(16)- Empirical likelihood for heteroscedastic partially linear models
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
- Statistical inferences in a partially linear model with autoregressive errors
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors
- Empirical likelihood for semiparametric varying-coefficient heteroscedastic partially linear errors-in-variables models
- Empirical likelihood for partially time-varying coefficient models with dependent observations
- Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
- Empirical likelihood for longitudinal partially linear model with -mixing errors
- Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models
- Statistical estimation for heteroscedastic semiparametric regression model with random errors
- Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- Empirical likelihood for partially linear functional-coefficient autoregressive errors-in-variables models
- Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
This page was built for publication: Empirical likelihood for a heteroscedastic partial linear model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3006271)
