Convergence rates for parametric components in a partly linear model

From MaRDI portal
Publication:1098522

DOI10.1214/aos/1176350695zbMath0637.62067OpenAlexW2009314534MaRDI QIDQ1098522

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




Related Items (only showing first 100 items - show all)

Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responsesThe relative efficiency of Liu-type estimator in a partially linear modelConsistent covariate selection and post model selection inference in semiparametric regression.Empirical likelihood for partial linear modelsSemiparametric estimation for average causal effects using propensity score-based splineAsymptotic properties of lasso in high-dimensional partially linear modelsEstimation of the autocorrelation coefficient in the presence of a regression trendTwo-step estimators in partial linear models with missing response variables and error-prone covariatesAsymptotic normality of pseudo-LS estimator for partly linear autoregression modelsSemiparametric approximation methods in multivariate model selectionOptimal extrapolation designs for a partly linear modelEstimation for a partial-linear single-index modelSemiparametric inference in a partial linear modelOn Bahadur asymptotic efficiency in a semiparametric regression modelEmpirical likelihood for partially linear models under negatively associated errorsConvergence rates and asymptotic normality for series estimatorsTruncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errorsThe laws of the iterated logarithm of some estimates in partly linear modelsAsymptotic normality of DHD estimators in a partially linear modelEstimation of partially linear regression models under the partial consistency propertyEfficient estimation in a semiparametric additive regression model with autoregressive errorsWeighted least squares estimates in partly linear regression modelsMoment consistency of estimators in partially linear models under NA samplesRestricted profile estimation for partially linear models with large-dimensional covariatesSpline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraintsRoot-n consistent estimation in partly linear regression modelsFrequentist model averaging estimation for the censored partial linear quantile regression modelOn parameter estimation for semi-linear errors-in-variables modelsEfficiency of a Liu-type estimator in semiparametric regression modelsRegularization in statisticsRoot-\(n\)-consistent and efficient estimation in semiparametric additive regression modelsM-estimation for the partially linear regression model under monotonic constraintsOn asymptotically efficient estimation for a semiparametric regression modelEmpirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring dataAsymptotic properties of wavelet estimators in semiparametric regression models under dependent errorsStatistical inference in the partial linear models with the double smoothing local linear regression methodLack-of-fit tests based on weighted ratio of residuals and variancesPartial linear single index models with distortion measurement errorsEstimation for partially linear models with missing responses: the fixed design caseEmpirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errorsRobust estimation for spatial semiparametric varying coefficient partially linear regressionVariable selection and parameter estimation for partially linear models via Dantzig selectorEfficient estimation for marginal generalized partially linear single-index models with longitudinal dataEstimation in semi-parametric regression with non-stationary regressorsConsistent inference for biased sub-model of high-dimensional partially linear modelGroup selection in high-dimensional partially linear additive modelsA dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariatesPrecise asymptotics of error variance estimator in partially linear modelsRobust estimators in semiparametric partly linear regression models.A two-stage spline smoothing method for partially linear modelsEmpirical likelihood for partially linear modelsA novel partial-linear single-index model for time series dataUniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errorsAsymptotic properties for estimation of partial linear models with censored dataStatistical tests in the partially linear additive regression modelsAsymptotic normality of parametric part in partially linear models with measurement error in the nonparametric partAsymptotics for the distribution function estimators of the errors in semi-parametric regression modelsEstimating the parametric component of nonlinear partial spline modelEmpirical likelihood inference for partial linear models under martingale difference sequenceWavelet estimation of partially linear modelsBerry-Esseen type bounds of estimators in a semiparametric model with linear process errorsSecond order asymptotic efficiency in a partial linear modelConvergence rates of wavelet estimators in semiparametric regression models under NA samplesGoodness-of-fit tests in semi-linear modelsStatistical inference for partially linear regression models with measurement errorsBootstrap approximation of wavelet estimates in a semiparametric regression modelRidge estimation of a semiparametric regression modelJackknifing in partially linear regression models with serially correlated errorsVariable selection for the partial linear single-index modelSome developments in semiparametric statisticsBerry-Esseen type bounds in heteroscedastic semi-parametric modelOn consistency of the weighted least squares estimators in a semiparametric regression modelA generalized partially linear framework for variance functionsEstimation in partially linear models with missing responses at randomAsymptotic normality in partial linear models based on dependent errorsSparse estimation for functional semiparametric additive modelsStatistical estimation in partial linear models with covariate data missing at randomStatistical inference for partially linear stochastic models with heteroscedastic errorsTests of specification for parametric and semiparametric modelsAdaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear modelsSemiparametric estimation for partially linear models with \(\psi\)-weak dependent errorsAsymptotic normality of M-estimators in a semiparametric model with longitudinal dataPositive shrinkage, improved pretest and absolute penalty estimators in partially linear modelsSCAD-penalized regression in high-dimensional partially linear modelsStrong consistency rates for the estimators in a heteroscedastic EV model with missing responsesTest for heteroscedasticity in partially linear regression modelsAsymptotic efficient estimation in semiparametric nonlinear regression models\(L_{1}\)-estimation in a semiparametric model with longitudinal dataEstimation of partial linear error-in-variables models with validation dataConsistency and normality of Huber-Dutter estimators for partial linear modelEstimation in a semiparametric partially linear errors-in-variables modelStatistical inferences in a partially linear model with autoregressive errorsA simple consistent bootstrap test for a parametric regression functionStatistical inference of partially specified spatial autoregressive modelEmpirical likelihood semiparametric regression analysis under random censorshipEstimating the conditional single-index error distribution with a partial linear mean regressionA note on estimating a partly linear model under monotonicity constraintsAsymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with ratesAn asymptotic theory for semiparametric generalized least squares estimation in partially linear regression modelsTesting for cointegration using partially linear models




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