Series estimation of semilinear models
From MaRDI portal
Publication:1333197
DOI10.1006/jmva.1994.1032zbMath0798.62074OpenAlexW2079300555MaRDI QIDQ1333197
Whitney K. Newey, Stephen G. Donald
Publication date: 17 October 1994
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1994.1032
consistencyspline approximationmodulus of continuitypartially linear modelpower series approximationsmoothness conditionssemilinear model
Related Items (48)
Two-step series estimation and specification testing of (partially) linear models with generated regressors ⋮ Seemingly Unrelated Ridge Regression in Semiparametric Models ⋮ Penalized spline estimation in the partially linear model ⋮ Series Estimation in Partially Linear In-Slide Regression Models ⋮ Inference in Linear Regression Models with Many Covariates and Heteroscedasticity ⋮ Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors ⋮ Semi-parametric estimation for the Box-Cox transformation model with partially linear structure ⋮ Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors ⋮ Empirical likelihood test for regression coefficients in high dimensional partially linear models ⋮ On parameter estimation for semi-linear errors-in-variables models ⋮ Consistency properties for the estimators of partially linear regression model under dependent errors ⋮ Semiparametric generalized least squares estimation in partially linear regression models with correlated errors ⋮ Estimating the error distribution function in semiparametric additive regression models ⋮ On the root-\(n\)-consistent semiparametric estimation of partially linear models ⋮ Testing for additivity in partially linear regression with possibly missing responses ⋮ Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors ⋮ Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects ⋮ Statistical tests in the partially linear additive regression models ⋮ ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS ⋮ Root-n-consistent semiparametric estimation of partially linear models based on k-nn method ⋮ Rank estimation of partially linear index models ⋮ Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors ⋮ L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors ⋮ Root-n-consistent estimation of partially linear time series models ⋮ Semiparametric Ridge Regression Approach in Partially Linear Models ⋮ Statistical inference for partially linear regression models with measurement errors ⋮ Tests for regression coefficients in high dimensional partially linear models ⋮ Estimating partially linear panel data models with one-way error components ⋮ Higher order inference on a treatment effect under low regularity conditions ⋮ Jackknifing in partially linear regression models with serially correlated errors ⋮ Statistical inference in a panel data semiparametric regression model with serially correlated errors ⋮ Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model ⋮ Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models ⋮ Pursuit of dynamic structure in quantile additive models with longitudinal data ⋮ Some uniform consistency results in the partially linear additive model components estimation ⋮ Two-step series estimation of sample selection models ⋮ PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS ⋮ CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS ⋮ Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models ⋮ Principal components regression estimator of the parameters in partially linear models ⋮ Block empirical likelihood for longitudinal partially linear regression models ⋮ GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES ⋮ INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS ⋮ Off-Policy Estimation of Long-Term Average Outcomes With Applications to Mobile Health ⋮ Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data ⋮ Consistent specification tests for semiparametric/nonparametric models based on series estimation methods ⋮ An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models ⋮ Jackknifing type weighted least squares estimators in partially linear regression models.
This page was built for publication: Series estimation of semilinear models
