Wild bootstrap estimation in partially linear models with heteroscedasticity

DOI10.1016/J.SPL.2005.08.027MaRDI QIDQ2489878zbMATH OpenOpenAlexFDO

Authors Gemai Chen, Jinhong You

Publication date 28 April 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.08.027

zbMATH Keywords

ConsistencyLimit distributionPartially linear regression modelsRobustnesssimulationsWild bootstrap

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cites work

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• scientific article; zbMATH DE number 4011660 (Why is no real title available?)
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• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
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• Jackknife, bootstrap and other resampling methods in regression analysis
• Local linear estimation in partly linear models
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• Trigonometric series regression estimators with an application to partially linear models

Cited in

(18)

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• Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers
• On bootstrap consistency of MAVE for single index models
• A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm
• Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap
• Wild bootstrap for quantile regression
• Wild Bootstrap Tests for IV Regression
• Application of robust wild bootstrap estimation of linear model in econometric
• Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors
• Block external bootstrap in partially linear models with nonstationary strong mixing error terms
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
• Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data
• scientific article; zbMATH DE number 6026913 (Why is no real title available?)
• Sieve M-estimation for semiparametric varying-coefficient partially linear regression model
• Semiparametric estimation for partially linear models with -weak dependent errors
• The wild bootstrap, tamed at last

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