Jackknifing type weighted least squares estimators in partially linear regression models.
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Cites work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
- A two-stage spline smoothing method for partially linear models
- Adapting for heteroscedasticity in linear models
- An unbalanced jackknife
- Asymptotic distribution of the weighted least squares estimator
- Asymptotic theory for partly linear models
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Bootstrap methods: another look at the jackknife
- Data-driven efficient estimators for a partially linear model
- Estimating Heteroscedastic Variances in Linear Models
- Estimation for a linear regression model with unknown diagonal covariance matrix
- Estimation in a semiparametric partially linear errors-in-variables model
- Estimation of the autocorrelation coefficient in the presence of a regression trend
- Heteroscedasticity-robustness of jackknife variance estimators in linear models
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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- scientific article; zbMATH DE number 3346000 (Why is no real title available?)
- Iterative weighted least squares estimators
- Jackknife inference for heteroscedastic linear regression models
- Jackknife, bootstrap and other resampling methods in regression analysis
- Jackknifing in Unbalanced Situations
- Local linear estimation in partly linear models
- More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
- NOTES ON BIAS IN ESTIMATION
- On resampling methods for variance and bias estimation in linear models
- Ordinary and weighted least-squares estimators
- Pseudo-Replication: Half Samples
- Root-N-Consistent Semiparametric Regression
- Series estimation of semilinear models
Cited in
(9)- Jackknifing in partially linear regression models with serially correlated errors
- Delete-group jackknife estimate in partially linear regression models with heteroscedasticity
- Weighted least squares estimates in partly linear regression models
- scientific article; zbMATH DE number 4096606 (Why is no real title available?)
- Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
- Jackknifing estimated weighted least squares: Jewls
- Jackknife method for the location of gross errors in weighted total least squares
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
- The jackknife and heteroskedasticity: consistent variance estimation for regression models
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