The laws of the iterated logarithm of some estimates in partly linear models
From MaRDI portal
Publication:1907903
DOI10.1016/0167-7152(94)00217-VzbMath0837.62041MaRDI QIDQ1907903
Publication date: 20 May 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
kernel estimationleast-squares estimatornonparametric regressionlaws of the iterated logarithmpartly linear model
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear inference, regression (62J99) Strong limit theorems (60F15)
Related Items
Error variance estimation in semi-functional partially linear regression models, Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors, On inference for a semiparametric partially linear regression model with serially correlated errors, Semiparametric generalized least squares estimation in partially linear regression models with correlated errors, Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors, Precise asymptotics of error variance estimator in partially linear models, Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors, Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors, Asymptotics for the distribution function estimators of the errors in semi-parametric regression models, Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors, Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models, Statistical inference in a panel data semiparametric regression model with serially correlated errors, Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model, The law of iterated logarithm of estimators for partially linear panel data models, On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates, Block external bootstrap in partially linear models with nonstationary strong mixing error terms, Semi-functional partial linear regression, Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models, Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors, SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS, Inference on a regression model with noised variables and serially correlated errors, PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS, Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models, Shrinkage and penalized estimation in semi-parametric models with multicollinear data, Semiparametric regression under long-range dependent errors., An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convergence rates for partially splined models
- Estimation of heteroscedasticity in regression analysis
- Convergence rates for parametric components in a partly linear model
- A two-stage spline smoothing method for partially linear models
- Convergence rates for estimation in certain partially linear models
- Adaptive estimation in partly linear regression models
- Curve fitting by polynomial-trigonometric regression
- Probability Inequalities for the Sum of Independent Random Variables
- Root-N-Consistent Semiparametric Regression
