Statistical inference of partially linear regression models with heteroscedastic errors

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

Cites Work

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

Cited In (35)

Partially linear single-index model with missing responses at random
Statistical inferences in a partially linear model with autoregressive errors
Robust ridge estimator in restricted semiparametric regression models
Extended least trimmed squares estimator in semiparametric regression models with correlated errors
Variable selection and estimation for partially linear single-index models with longitudinal data
Estimation and inference of semi-varying coefficient models with heteroscedastic errors
Accounting for uncertainty in heteroscedasticity in nonlinear regression
Asymptotic normality of estimators in heteroscedastic errors-in-variables model
Parameter estimation in linear models with heteroscedastic variances subject to order restrictions
Difference based ridge and Liu type estimators in semiparametric regression models
Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
Berry-Esseen type bounds in heteroscedastic semi-parametric model
Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition
Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors
Optimal partial ridge estimation in restricted semiparametric regression models
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
Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
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Optimal model averaging for semiparametric partially linear models with measurement errors
Quadratic inference functions for partially linear single-index models with longitudinal data
Empirical Likelihood for a Heteroscedastic Partial Linear Model
Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models
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 errors-in-variables model
Asymptotic normality in partial linear models based on dependent errors
Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model
Heteroscedastic partially linear model under skew-normal distribution with application in ragweed pollen concentration
Testing heteroscedasticity in nonparametric regression based on trend analysis
Statistical inference for heteroscedastic semi-varying coefficient EV models
Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors

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