Empirical likelihood for heteroscedastic partially linear models

DOI10.1016/j.jmva.2008.05.006zbMath1154.62033MaRDI QIDQ1000569

Xuewen Lu

Publication date: 9 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.05.006

zbMATH Keywords

kernel estimation; heteroscedasticity; empirical likelihood; semiparametric efficiency; double robustness; partially linear model

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62G35: Nonparametric robustness

62F35: Robustness and adaptive procedures (parametric inference)

65C05: Monte Carlo methods