Jackknifing in partially linear regression models with serially correlated errors

DOI10.1016/J.JMVA.2003.11.004zbMATH Open1059.62046OpenAlexW2121563725MaRDI QIDQ1765622FDOQ1765622

Authors: Xian Zhou, Gemai Chen, Jinhong You 

Publication date: 23 February 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.11.004

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zbMATH Keywords

Asymptotic normalityRobustnessConsistencyJackknife-type estimationPartially linear regression modelSemiparametric least-squares estimatorSerially correlated errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Estimation in multivariate analysis (62H12)

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Cited In (13)

• Empirical likelihood inference for semiparametric model with linear process errors
• Jackknifing type weighted least squares estimators in partially linear regression models.
• Delete-group jackknife estimate in partially linear regression models with heteroscedasticity
• Title not available (Why is that?)
• Generalized ridge estimation of a semiparametric regression model
• CLT of wavelet estimator in semiparametric model with correlated errors
• On inference for a semiparametric partially linear regression model with serially correlated errors
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
• Asymptotic normality in partial linear models based on dependent errors
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
• Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with α-mixing dependent innovations
• Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors

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