On a semiparametric regression model whose errors form a linear process with negatively associated innovations

DOI10.1080/02331880600688163zbMath1098.62044OpenAlexW2077081772MaRDI QIDQ3409003

Volker Mammitzsch, Josef G. Steinebach, Han-Ying Liang

Publication date: 7 November 2006

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880600688163

zbMATH Keywords

Asymptotic normalitySemiparametric modelNegatively associated random variableStrong convergence rate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model, Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure, 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 of wavelet estimators in semiparametric regression models under dependent errors, Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces, CLT of wavelet estimator in semiparametric model with correlated errors, A remark on the Bahadur representation of sample quantiles for negatively associated sequences, A general result on complete convergence for weighted sums of linear processes and its statistical applications, Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models, The Bahadur representation for sample quantiles under negatively associated sequence, Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors, Berry-Esseen type bounds in heteroscedastic semi-parametric model, Empirical likelihood inference for semiparametric model with linear process errors, Asymptotic normality in partial linear models based on dependent errors, Semiparametric estimation for partially linear models with \(\psi\)-weak 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, Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models

Cites Work

• Unnamed Item
• Asymptotics for linear processes
• A note on the almost sure convergence of sums of negatively dependent random variables
• Kaplan-Meier estimator under association
• Semiparametric regression under long-range dependent errors.
• Asymptotic normality of random fields of positively or negatively associated processes
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• Penalized quasi-likelihood estimation in partial linear models
• Local linear estimation in partly linear models
• Complete convergence for weighted sums of negatively associated random variables
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Asymptotic normality of the kernel estimate of a probability density function under association
• The law of iterated logarithm for negatively associated random variables
• Negative association of random variables, with applications
• Efficient estimation in a semiparametric additive regression model with autoregressive errors
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Berry-esseen bounds for smooth estimator of a distribution function under association
• An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
• Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
• Asymptotic theory for partly linear models
• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
• MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• Analytic Inequalities