scientific article

zbMath1103.62338MaRDI QIDQ3153968

Minghua Chen, Shuhe Hu, Zhe Ren

Publication date: 14 November 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Least squares estimatorStrong consistencyPartial linear modelWeighted least squares estimator

Mathematics Subject Classification ID

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

Related Items (11)

Moment convergence rate of estimators in partially linear models under AANA errors ⋮ Empirical likelihood inference for partial linear models with ARCH(1) errors ⋮ Asymptotic normality of wavelet estimator in heteroscedastic regression model ⋮ Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors ⋮ Asymptotics of estimators in semi-parametric model under NA samples ⋮ Berry-Esseen type bounds in heteroscedastic semi-parametric model ⋮ On consistency of the weighted least squares estimators in a semiparametric regression model ⋮ Asymptotic normality in partial linear models based on dependent errors ⋮ Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with α-mixing dependent innovations ⋮ Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations ⋮ Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors

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