The laws of the iterated logarithm of some estimates in partly linear models

DOI10.1016/0167-7152(94)00217-VzbMATH Open0837.62041MaRDI QIDQ1907903FDOQ1907903

Authors: Jiti Gao 

Publication date: 20 May 1996

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

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zbMATH Keywords

kernel estimationnonparametric regressionleast-squares estimatorlaws of the iterated logarithmpartly linear model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear inference, regression (62J99) Strong limit theorems (60F15)

Cites Work

• Estimation of heteroscedasticity in regression analysis
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• Root-N-Consistent Semiparametric Regression
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• Curve fitting by polynomial-trigonometric regression
• Convergence rates for partially splined models
• Convergence rates for parametric components in a partly linear model
• Probability Inequalities for the Sum of Independent Random Variables
• A two-stage spline smoothing method for partially linear models
• Adaptive estimation in partly linear regression models
• Convergence rates for estimation in certain partially linear models

Cited In (30)

• Semiparametric regression under long-range dependent errors.
• Statistical inference on seemingly unrelated varying coefficient partially linear models
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
• Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
• Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
• PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
• Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
• Shrinkage and penalized estimation in semi-parametric models with multicollinear data
• Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors
• Inference on a regression model with noised variables and serially correlated errors
• Block external bootstrap in partially linear models with nonstationary strong mixing error terms
• The law of iterated logarithm of estimators for partially linear panel data models
• Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• Semi-functional partial linear regression
• Asymptotics for the distribution function estimators of the errors in semi-parametric regression models
• On inference for a semiparametric partially linear regression model with serially correlated errors
• Title not available (Why is that?)
• On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates
• Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors
• Precise asymptotics of error variance estimator in partially linear models
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• Statistical inference in a panel data semiparametric regression model with serially correlated errors
• On iterated logarithm laws for linear arrays and nonparametric regression estimators
• The LIL for the estimates of the parameters in a partly linear regression model
• An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
• Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
• Error variance estimation in semi-functional partially linear regression models

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