Statistical inference of partially linear regression models with heteroscedastic errors
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Publication:2455463
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Cites work
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- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
- Designs for Regression Problems with Correlated Errors III
- Empirical likelihood for partially linear models
- Estimation of heteroscedasticity in regression analysis
- Generalized likelihood ratio statistics and Wilks phenomenon
- Jackknife, bootstrap and other resampling methods in regression analysis
- Local linear regression smoothers and their minimax efficiencies
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonparametric quasi-likelihood
- Root-N-Consistent Semiparametric Regression
Cited in
(47)- Estimation theory of semi-parametric regression models with heteroscedasticity
- Statistical inferences in a partially linear model with autoregressive errors
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors
- Statistical inference for partially linear stochastic models with heteroscedastic errors
- Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
- Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Robust ridge estimator in restricted semiparametric regression models
- Partially linear single-index model with missing responses at random
- Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators
- Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
- Extended least trimmed squares estimator in semiparametric regression models with correlated errors
- Empirical likelihood for a heteroscedastic partial linear model
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Accounting for uncertainty in heteroscedasticity in nonlinear regression
- Parameter estimation in linear models with heteroscedastic variances subject to order restrictions
- scientific article; zbMATH DE number 618857 (Why is no real title available?)
- The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
- Berry-Esseen type bounds in heteroscedastic semi-parametric model
- Skew-normal partial functional linear model and homogeneity test
- Testing heteroscedasticity in nonparametric regression based on trend analysis
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
- Asymptotic normality of estimators in heteroscedastic errors-in-variables model
- Statistical inference for heteroscedastic semi-varying coefficient EV models
- Inference in partially identified heteroskedastic simultaneous equations models
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
- Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
- Generalized Inference for a Class of Linear Models Under Heteroscedasticity
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Exact inference for the linear model with groupwise heteroscedastic spherical disturbances.
- Heteroscedastic partially linear model under skew-normal distribution with application in ragweed pollen concentration
- Optimal model averaging for semiparametric partially linear models with measurement errors
- Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
- Difference based ridge and Liu type estimators in semiparametric regression models
- Empirical likelihood for semiparametric varying-coefficient heteroscedastic partially linear errors-in-variables models
- Statistical inference for multivariate partially linear regression models
- Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
- Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
- Optimal partial ridge estimation in restricted semiparametric regression models
- Asymptotic normality in partial linear models based on dependent errors
- Semiparametric Analysis of Heterogeneous Data Using Varying-Scale Generalized Linear Models
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
- Berry-Esseen type bounds in heteroscedastic errors-in-variables model
- Quantile inference for heteroscedastic regression models
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
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