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)

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Cited in

(39)

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

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