On bandwidth selection in partial linear regression models under dependence

DOI10.1016/S0167-7152(02)00096-2zbMATH Open0996.62033OpenAlexW2090489672MaRDI QIDQ1613093FDOQ1613093

Authors: Germán Aneiros 

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00096-2

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zbMATH Keywords

kernel smoothingbandwidth selectionmixingpartial linear modelssemiparametric least-squares estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Cites Work

• Mixing: Properties and examples
• Title not available (Why is that?)
• Root-N-Consistent Semiparametric Regression
• Title not available (Why is that?)
• Choice of bandwidth for kernel regression when residuals are correlated
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Second Order Approximation in the Partially Linear Regression Model
• Moment bounds for non-stationary dependent sequences
• Fixed design regression for time series: Asymptotic normality
• Title not available (Why is that?)
• Central limit theorems under weak dependence
• Plug-in bandwidth choice in partial linear models with autoregressive errors

Cited In (11)

• Title not available (Why is that?)
• Local polynomial estimation in partial linear regression models under dependence
• Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
• Plug-in bandwidth choice in partial linear models with autoregressive errors
• Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
• Testing in partial linear regression models with dependent errors
• An alternative bandwidth selection method for estimating functional coefficient models
• On inference for a semiparametric partially linear regression model with serially correlated errors
• Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors
• Optimal zone for bandwidth selection in semiparametric models
• Second Order Approximation in the Partially Linear Regression Model

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