Asymptotics of estimators in semi-parametric model under NA samples

DOI10.1016/J.JSPI.2005.01.008MaRDI QIDQ2499088zbMATH OpenOpenAlexFDO

Authors 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

asymptotic normalityconsistencyleast-square estimatornegatively associated random error

Mathematics Subject Classification ID

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

Recommendations

• The asymptotic properties of the estimators in a semiparametric regression model
• Asymptotics for the distribution function estimators of the errors in semi-parametric regression models
• The Asymptotic Variance of Semiparametric Estimators
• A note on the asymptotic properties of the estimators in a semiparametric regression model
• Some results on asymptotic efficiency of estimators in semiparametric models
• On asymptotically efficient estimation in semiparametric models
• Asymptotic minimax estimation in semiparametric models
• Asymptotic properties of estimators in semiparametric regression models with random censorship

Cites work

• scientific article; zbMATH DE number 1829196 (Why is no real title available?)
• scientific article; zbMATH DE number 4011660 (Why is no real title available?)
• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
• scientific article; zbMATH DE number 3738722 (Why is no real title available?)
• scientific article; zbMATH DE number 700642 (Why is no real title available?)
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• A note on the almost sure convergence of sums of negatively dependent random variables
• Adapting for heteroscedasticity in linear models
• An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression
• Analytic Inequalities
• Asymptotic normality of random fields of positively or negatively associated processes
• Asymptotic normality of the kernel estimate of a probability density function under association
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Berry-esseen bounds for smooth estimator of a distribution function under association
• CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES
• Complete convergence for weighted sums of negatively associated random variables
• Convergence rates for parametric components in a partly linear model
• Kaplan-Meier estimator under association
• Local linear estimation in partly linear models
• Negative association of random variables, with applications
• On Estimation of a Probability Density Function and Mode
• On the convergence of moving average processes under dependent conditions
• Penalized quasi-likelihood estimation in partial linear models
• Semiparametric weighted lease squares
• The law of iterated logarithm for negatively associated random variables

Cited in

(38)

• Empirical likelihood inference for partial linear models with ARCH(1) errors
• Strong consistency of estimators in partially linear models under NA samples
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
• Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
• Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses
• Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
• scientific article; zbMATH DE number 2157289 (Why is no real title available?)
• scientific article; zbMATH DE number 2121657 (Why is no real title available?)
• Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
• Moment convergence rate of estimators in partially linear models under AANA errors
• The consistency for estimator of nonparametric regression model based on NOD errors
• Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses
• Asymptotic properties of wavelet estimators in a semiparametric EV model under NA samples
• Berry-Esseen type bounds in heteroscedastic semi-parametric model
• Empirical likelihood for a heteroscedastic partial linear model
• Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
• Empirical likelihood inference for partial linear models under martingale difference sequence
• Statistical estimation for heteroscedastic semiparametric regression model with random errors
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
• Empirical likelihood for partially linear models under negatively associated errors
• Moment consistency of estimators in a semi-parametric regression model under NA samples
• Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
• scientific article; zbMATH DE number 2177339 (Why is no real title available?)
• Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models
• Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
• Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with \(\alpha\)-mixing errors
• The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples
• Convergence rates of wavelet estimators in semiparametric regression models under NA samples
• 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
• Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples
• Moment consistency of estimators in partially linear models under NA samples
• Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
• On consistency of the weighted least squares estimators in a semiparametric regression model
• Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications
• The consistency of LSE estimators in partial linear regression models under mixing random errors
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors

This page was built for publication: Asymptotics of estimators in semi-parametric model under NA samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2499088)