A generalized partially linear framework for variance functions

DOI10.1007/S10463-017-0619-8zbMATH Open1408.62068OpenAlexW2762972346MaRDI QIDQ1786908FDOQ1786908

Authors: Yixin Fang, Heng Lian, Hua Liang 

Publication date: 25 September 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0619-8

Recommendations

• Variance function additive partial linear models
• Variance function partially linear single-index models
• Partial linear models with heteroscedastic variances
• Efficient semiparametric estimator for heteroscedastic partially linear models
• Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models

zbMATH Keywords

kernel regressionefficiencyprofilinggeneralized least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Cites Work

• Semi-parametric estimation of partially linear single-index models
• Generalized Partially Linear Single-Index Models
• Estimation and testing for partially linear single-index models
• Adapting for heteroscedasticity in linear models
• Robust estimation in heteroscedastic linear models
• Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Unified LASSO Estimation by Least Squares Approximation
• Mixtures of g Priors for Bayesian Variable Selection
• Title not available (Why is that?)
• Root-N-Consistent Semiparametric Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Asymptotic Variance of Semiparametric Estimators
• Title not available (Why is that?)
• Efficient semiparametric estimator for heteroscedastic partially linear models
• Nonparametric and semiparametric models.
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• Variances are not always nuisance parameters
• Variance Function Estimation
• An Analysis for Unreplicated Fractional Factorials
• Estimation in a semiparametric partially linear errors-in-variables model
• Convergence rates for parametric components in a partly linear model
• Quasi-likelihood Estimation in Semiparametric Models
• Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
• Estimation and variable selection for generalized additive partial linear models
• Title not available (Why is that?)
• Fitting a bivariate additive model by local polynomial regression
• Correcting Inhomogeneity of Variance with Power Transformation Weighting
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Adaptive variance function estimation in heteroscedastic nonparametric regression
• Estimation for a linear regression model with unknown diagonal covariance matrix
• Semiparametric weighted lease squares
• Variance function partially linear single-index models
• Parametric and semiparametric approaches to testing for seasonal trend in serial count data

Cited In (5)

• A NEW GENERALIZED VARENTROPY AND ITS PROPERTIES
• Variance function additive partial linear models
• A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION
• Partial linear models with heteroscedastic variances
• Variance function partially linear single-index models

This page was built for publication: A generalized partially linear framework for variance functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1786908)