Berry-Esseen type bounds in heteroscedastic semi-parametric model
From MaRDI portal
Publication:2276178
DOI10.1016/j.jspi.2011.05.001zbMath1222.62058MaRDI QIDQ2276178
Han-Ying Liang, Jing-Jing Zhang
Publication date: 1 August 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.05.001
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
Related Items
Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors, Statistical estimation for heteroscedastic semiparametric regression model with random errors, Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors, Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples, Asymptotic normality of estimators in heteroscedastic errors-in-variables model, Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors, Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations, Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses, Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors, Berry–Esseen type bounds in heteroscedastic errors-in-variables model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
- Asymptotic normality in partial linear models based on dependent errors
- Adapting for heteroscedasticity in linear models
- Convergence rates for parametric components in a partly linear model
- Fixed design regression for time series: Asymptotic normality
- Semiparametric regression under long-range dependent errors.
- Mixing: Properties and examples
- Berry-Esseen bounds of error variance estimation in partly linear models
- Locally adaptive regression splines
- Local linear estimation in partly linear models
- Estimation and testing in a partial linear regression model under long-memory dependence
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Statistical inference of partially linear regression models with heteroscedastic errors
- Asymptotics of estimators in semi-parametric model under NA samples
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Maximal moment inequality for partial sums of strong mixing sequences and application
- On a semiparametric regression model whose errors form a linear process with negatively associated innovations
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Semiparametric weighted lease squares
- Conditions for linear processes to be strong-mixing
- On the Strong Mixing Property for Linear Sequences
- MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
- Plug-in bandwidth choice in partial linear models with autoregressive errors