Asymptotics of estimators in semi-parametric model under NA samples
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Publication:2499088
DOI10.1016/J.JSPI.2005.01.008zbMATH Open1112.62032OpenAlexW2078814168MaRDI QIDQ2499088FDOQ2499088
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
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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 rates of estimators in semi-parametric errors-in-variables model with missing responses
- Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
- Title not available (Why is that?)
- Title not available (Why is that?)
- Moment convergence rate of estimators in partially linear models under AANA errors
- Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing 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
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
- Empirical likelihood for a heteroscedastic partial linear model
- Berry-Esseen type bounds in heteroscedastic semi-parametric model
- Statistical estimation for heteroscedastic semiparametric regression model with random errors
- Empirical likelihood inference for partial linear models under martingale difference sequence
- Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
- On a semiparametric regression model whose errors form a linear process with negatively associated innovations
- Moment consistency of estimators in a semi-parametric regression model under NA samples
- Empirical likelihood for partially linear models under negatively associated errors
- Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models
- Title not available (Why is that?)
- Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with \(\alpha\)-mixing errors
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent 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
- Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
- Moment consistency of estimators in partially linear models under NA samples
- 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
- On consistency of the weighted least squares estimators in a semiparametric regression model
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
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