Asymptotics of estimators in semi-parametric model under NA samples

DOI10.1016/j.jspi.2005.01.008zbMath1112.62032OpenAlexW2078814168MaRDI QIDQ2499088

Jong-Il Baek, Han-Ying Liang

Publication date: 14 August 2006

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.2005.01.008

zbMATH Keywords

consistencyasymptotic normalityleast-square estimatornegatively associated random error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (27)

Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses ⋮ Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors ⋮ Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure ⋮ Empirical likelihood for partially linear models under negatively associated errors ⋮ Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors ⋮ Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure ⋮ Moment consistency of estimators in partially linear models under NA samples ⋮ The consistency for estimator of nonparametric regression model based on NOD errors ⋮ Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples ⋮ Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors ⋮ Moment convergence rate of estimators in partially linear models under AANA errors ⋮ Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications ⋮ Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models ⋮ Empirical likelihood inference for partial linear models with ARCH(1) errors ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Model ⋮ Empirical likelihood inference for partial linear models under martingale difference sequence ⋮ Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors ⋮ Convergence rates of wavelet estimators in semiparametric regression models under NA samples ⋮ Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors ⋮ Berry-Esseen type bounds in heteroscedastic semi-parametric model ⋮ On consistency of the weighted least squares estimators in a semiparametric regression model ⋮ 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 properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors ⋮ Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models ⋮ Statistical estimation for heteroscedastic semiparametric regression model with random errors ⋮ Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses

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