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

DOI10.1080/02331880600688163zbMATH Open1098.62044OpenAlexW2077081772MaRDI QIDQ3409003FDOQ3409003

Authors: Volker Mammitzsch, Han-Ying Liang, J. G. Steinebach 

Publication date: 7 November 2006

Published in: Statistics (Search for Journal in Brave)

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

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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)

Cites Work

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Cited In (26)

• Empirical likelihood inference for semiparametric model with linear process errors
• Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
• Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with \(\alpha\)-mixing dependent innovations
• Estimation of semiparametric regression models with linear process errors
• Some practical and theoretical issues related to the quantile estimators
• The consistency for estimator of nonparametric regression model based on NOD errors
• Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
• Berry-Esseen type bounds in heteroscedastic semi-parametric model
• Title not available (Why is that?)
• Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors
• Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models
• Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
• CLT of wavelet estimator in semiparametric model with correlated errors
• Asymptotic results of error density estimator in nonlinear autoregressive 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
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations
• A general result on complete convergence for weighted sums of linear processes and its statistical applications
• Asymptotic normality in partial linear models based on dependent errors
• A remark on the Bahadur representation of sample quantiles for negatively associated sequences
• The Bahadur representation for sample quantiles under negatively associated sequence
• Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors

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