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

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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)

• 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
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• Semi-functional partial linear regression
• Statistical inference for partially linear regression models with measurement errors
• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
• Asymptotic normality of DHD estimators in a partially linear model
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
• Test for heteroscedasticity in partially linear regression models
• Estimation of partially specified spatial panel data models with fixed-effects
• Semiparametric Ridge Regression Approach in Partially Linear Models
• A two-stage spline smoothing method for partially linear models
• Empirical likelihood semiparametric regression analysis under random censorship
• The berry-esseen bounds of error variance estimation in semiparametric regression models
• Estimating the parametric component of nonlinear partial spline model
• The laws of the iterated logarithm of some estimates in partly linear models
• Efficient estimation in a semiparametric additive regression model with autoregressive errors
• Convergence rates of wavelet estimators in semiparametric regression models under NA samples
• Covariate-adjusted partially linear regression models
• Root-n consistent estimation in partly linear regression models
• Partial linear single index models with distortion measurement errors
• Wavelet estimation of partially linear models
• Asymptotic normality in partial linear models based on dependent errors
• Asymptotic theory for partly linear models
• Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model
• Testing the linearity in partially linear models
• Root-n-consistent estimation of partially linear time series models
• Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications
• Semiparametric inference in a partial linear model
• Moment consistency of estimators in partially linear models under NA samples
• Statistical inference in a panel data semiparametric regression model with serially correlated errors
• Robust estimators in semiparametric partly linear regression models.
• Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints
• Adaptive estimation in partly linear regression models
• SCAD-penalized regression in high-dimensional partially linear models
• An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
• Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
• Asymptotic normality of \(L_1\)-estimators in a partly linear model
• Regularization in statistics
• M-estimation for the partially linear regression model under monotonic constraints
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
• A simple consistent bootstrap test for a parametric regression function
• Estimation for a partial-linear single-index model
• Distributed debiased estimation of high-dimensional partially linear models with jumps
• Empirical likelihood inference for partial linear models with ARCH(1) errors
• Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
• A nonparametric predictive regression model using partitioning estimators based on Taylor expansions
• Nearest-neighbour estimation of semiparametric regression models
• Empirical Likelihood for Generalized Partially Linear Single-index Models
• Statistical tests in the partially linear additive regression models
• Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses
• SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS
• Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
• Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models
• Local linear kernel estimation for discontinuous nonparametric regression functions
• Semiparametric Tail Index Regression
• Variable selection for the partial linear single-index model

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