Jackknifing in partially linear regression models with serially correlated errors

DOI10.1016/J.JMVA.2003.11.004MaRDI QIDQ1765622zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Asymptotic normalityConsistencyJackknife-type estimationPartially linear regression modelRobustnessSemiparametric 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) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(15)

• Jackknifing type weighted least squares estimators in partially linear regression models.
• Delete-group jackknife estimate in partially linear regression models with heteroscedasticity
• CLT of wavelet estimator in semiparametric model with correlated errors
• Empirical likelihood inference for semiparametric model with linear process errors
• Generalized ridge estimation of a semiparametric regression model
• On inference for a semiparametric partially linear regression model with serially correlated errors
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
• Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
• Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with \(\alpha\)-mixing dependent innovations
• Jackknife estimation of stationary autoregressive models
• scientific article; zbMATH DE number 4182656 (Why is no real title available?)
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
• The jackknife and regression with \(AR(1)\) errors
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
• Asymptotic normality in partial linear models based on dependent errors

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