Efficient estimates in semiparametric additive regression models with unknown error distribution

DOI10.1214/AOS/1176348675zbMATH Open0746.62037OpenAlexW1988686426MaRDI QIDQ1193371FDOQ1193371

Authors: Jack Cuzick 

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348675

Recommendations

• scientific article; zbMATH DE number 410141
• On efficient estimation in regression models
• On asymptotically efficient estimation for a semiparametric regression model
• Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
• scientific article; zbMATH DE number 850973

zbMATH Keywords

linear modelssemiparametric additive modelsemiparametric regressionefficient estimatorsgeneral error distributions with finite Fisher informationHájek-Le Cam lower bound

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (31)

• On partial linear additive isotonic regression
• Title not available (Why is that?)
• Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
• Empirical likelihood for partially linear models
• Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
• Some developments in semiparametric statistics
• A simplified approach to computing efficiency bounds in semiparametric models
• Estimation in a semiparametric partially linear errors-in-variables model
• Robust partial residuals estimation in semiparametric partially linear model
• Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
• Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
• Efficiently weighted estimating equations with application to proportional excess hazards
• On asymptotically efficient estimation for a semiparametric regression model
• Bootstrap approximation in a partially linear regression model
• Estimating the error distribution function in semiparametric additive regression models
• The transfer principle: a tool for complete case analysis
• Robust signed-rank estimation and variable selection for semi-parametric additive partial linear models
• Semi-parametric regression: efficiency gains from modeling the nonparametric part
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
• A consistent model specification test for a partial linear model with covariates missing at random
• The berry-esseen bounds of error variance estimation in semiparametric regression models
• Difference based estimation for partially linear regression models with measurement errors
• Large sample theory of the estimation of the error distribution for a semiparametric model
• Efficient estimation in a semiparametric additive regression model with autoregressive errors
• Precise asymptotics of error variance estimator in partially linear models
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
• Estimation of a partially linear additive model with generated covariates
• Estimation of a semiparametric mixture of regressions model
• Semiparametric additive models under symmetric distributions

This page was built for publication: Efficient estimates in semiparametric additive regression models with unknown error distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1193371)