Convergence rates for parametric components in a partly linear model

DOI10.1214/AOS/1176350695zbMATH Open0637.62067OpenAlexW2009314534MaRDI QIDQ1098522FDOQ1098522

Authors: Hung Chen 

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350695

Recommendations

• Publication:4864948
• scientific article; zbMATH DE number 851544
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• scientific article; zbMATH DE number 640517
• Publication:4891985

zbMATH Keywords

semiparametric modelpiecewise polynomialleast-squares estimatorconvergence ratesadditive regressionpartially splined modelsmallest possible asymptotic varianceunknown Hölder continuous function of known order

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Nonparametric inference (62G99) Spline approximation (41A15)

Cited In (only showing first 100 items - show all)

• Asymptotic normality in a Semiparametric partially linear model with right–censored data
• Robust estimation for spatial semiparametric varying coefficient partially linear regression
• Asymptotic efficient estimation in semiparametric nonlinear regression models
• Wild bootstrap estimation in partially linear models with heteroscedasticity
• Second order asymptotic efficiency in a partial linear model
• Semiparametric estimation for average causal effects using propensity score-based spline
• Asymptotic properties for estimation of partial linear models with censored data
• Goodness-of-fit tests in semi-linear models
• Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
• Bootstrap approximation of wavelet estimates in a semiparametric regression model
• Jackknifing in partially linear regression models with serially correlated errors
• Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel
• Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
• Some developments in semiparametric statistics
• A novel partial-linear single-index model for time series data
• Plug-in bandwidth choice in partial linear models with autoregressive errors
• Selection of the splined variables and convergence rates in a partial spline model
• Berry-Esseen type bounds in heteroscedastic semi-parametric model
• Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
• Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
• Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
• Efficient estimation for marginal generalized partially linear single-index models with longitudinal data
• Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds
• On asymptotically efficient estimation for a semiparametric regression model
• Bootstrap approximation in a partially linear regression model
• Estimation and inference in partially linear models with smoothing splines
• Consistency properties for the estimators of partially linear regression model under dependent errors
• Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
• Censored partial linear models and empirical likelihood
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors
• Asymptotic normality of M-estimators in a semiparametric model with longitudinal data
• Estimating partially linear panel data models with one-way error components
• \(L_{1}\)-estimation in a semiparametric model with longitudinal data
• Title not available (Why is that?)
• Consistent inference for biased sub-model of high-dimensional partially linear model
• Estimation of partially linear regression models under the partial consistency property
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• Semiparametric approximation methods in multivariate model selection
• Asymptotics for the distribution function estimators of the errors in semi-parametric regression models
• Statistical inference of partially specified spatial autoregressive model
• On Variance Estimation in Semiparametric Regression Models
• Title not available (Why is that?)
• Large sample theory of the estimation of the error distribution for a semiparametric model
• Semiparametric Autoregressive Conditional Duration Model: Theory and Practice
• Weighted least squares estimates in partly linear regression models
• On Bahadur asymptotic efficiency in a semiparametric regression model
• Precise asymptotics of error variance estimator in partially linear models
• A generalized partially linear framework for variance functions
• Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model
• The Empirical Likelihood Inference of a Regression Parameter in Censored Partial Linear Models Based on a Piecewise Polynomial
• On consistency of the weighted least squares estimators in a semiparametric regression model
• Validation tests for semi-parametric models
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• Asymptotic properties of wavelet estimators in a semiparametric regression model with censored data
• \(L_1\)-norm estimation and random weighting method in a semiparametric model
• Statistical inference in the partial linear models with the double smoothing local linear regression method
• Lack-of-fit tests based on weighted ratio of residuals and variances
• Asymptotics of estimators in semi-parametric model under NA samples
• Statistical inferences in a partially linear model with autoregressive errors
• Estimation of partial linear error-in-variables models with validation data
• Estimation for partially linear models with missing responses: the fixed design case
• On the rates of convergence of “minimum l₁-norm” estimates in a partly linear model
• Testing for cointegration using partially linear models
• Convergence rates and asymptotic normality for series estimators
• Group selection in high-dimensional partially linear additive models
• Empirical likelihood for partial linear models
• Functional-coefficient partially linear regression model
• Seemingly Unrelated Ridge Regression in Semiparametric Models
• Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs
• Empirical likelihood for partially linear models
• Estimation in semi-parametric regression with non-stationary regressors
• The relative efficiency of Liu-type estimator in a partially linear model
• Partly linear models on Riemannian manifolds
• Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
• Efficiency of a Liu-type estimator in semiparametric regression models
• ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA
• Consistency and normality of Huber-Dutter estimators for partial linear model
• Convergence rates for partially splined models
• Testing heteroscedasticity in partially linear regression models
• A note on estimating a partly linear model under monotonicity constraints
• Estimation in a semiparametric partially linear errors-in-variables model
• Asymptotic properties of lasso in high-dimensional partially linear models
• Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
• Robust estimation in partially linear regression models with monotonicity constraints
• Empirical likelihood inference for partial linear models under martingale difference sequence
• Statistical estimation in partial linear models with covariate data missing at random
• Two-step estimators in partial linear models with missing response variables and error-prone covariates
• Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
• Empirical likelihood for partially linear models with missing responses at random
• GMM estimation in partial linear models with endogenous covariates causing an over-identified problem
• Consistent covariate selection and post model selection inference in semiparametric regression.
• On parameter estimation for semi-linear errors-in-variables models
• Empirical likelihood for partially linear models under negatively associated errors
• Ridge estimation of a semiparametric regression model
• Bridge Estimators in the Partially Linear Model with High Dimensionality
• Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
• Estimation in partially linear models with missing responses at random
• Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models
• Tests of specification for parametric and semiparametric models

This page was built for publication: Convergence rates for parametric components in a partly linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1098522)