Precise asymptotics of error variance estimator in partially linear models

DOI10.1007/S10255-005-5241-5MaRDI QIDQ925980zbMATH OpenOpenAlexFDO

Authors Shao-Jun Guo, Min Chen, Feng Liu

Publication date 26 May 2008

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-005-5241-5

zbMATH Keywords

partially linear modelsprecise asymptoticserror variance estimator

Mathematics Subject Classification ID

General nonlinear regression (62J02) Analysis of variance and covariance (ANOVA) (62J10) Limit theorems in probability theory (60F99)

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Cites work

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• Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences
• Precise asymptotics in the law of the iterated logarithm.
• Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence
• The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
• The berry-esseen bounds of error variance estimation in semiparametric regression models
• The laws of the iterated logarithm of some estimates in partly linear models

Cited in

(8)

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• scientific article; zbMATH DE number 5307550 (Why is no real title available?)
• scientific article; zbMATH DE number 3930028 (Why is no real title available?)
• Precise asymptotics for the first moment of the error variance estimator in linear models

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