Statistical inference of partially linear regression models with heteroscedastic errors

DOI10.1016/j.jmva.2007.06.011zbMath1122.62052OpenAlexW2050117464MaRDI QIDQ2455463

Yong Zhou, Gemai Chen, Jin-hong You

Publication date: 24 October 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.06.011

zbMATH Keywords

asymptotic normalitymodel selectionheteroscedasticitysemiparametric regression modellocal polynomial

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric statistical resampling methods (62G09) Asymptotic properties of parametric tests (62F05)

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Cites Work

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• Estimation of heteroscedasticity in regression analysis
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• Nonparametric quasi-likelihood
• Jackknife, bootstrap and other resampling methods in regression analysis
• Generalized likelihood ratio statistics and Wilks phenomenon
• Empirical likelihood for partially linear models
• Local linear regression smoothers and their minimax efficiencies
• Root-N-Consistent Semiparametric Regression
• Designs for Regression Problems with Correlated Errors III
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis

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