A semiparametric regression model with structural change and its series estimator

zbMATH Open1223.62051MaRDI QIDQ3072045FDOQ3072045

Authors: Chengyong Wang, Chunrong Ai 

Publication date: 5 February 2011

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zbMATH Keywords

asymptotic normalityconvergence rate

Mathematics Subject Classification ID

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

Cited In (5)

• Mini-workshop: Semiparametric modelling of multivariate economic time series with changing dynamics. Abstracts from the mini-workshop held January 17th -- January 23rd, 2010.
• \(\tau\)-estimators of regression models with structural change of unknown location
• A semiparametric regression model with structural change
• Title not available (Why is that?)
• Robust inference in semiparametric spatial-temporal models

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