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

DOI10.1080/02331880600688163MaRDI QIDQ3409003zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• scientific article; zbMATH DE number 2042788
• Estimation of semiparametric regression models with linear process errors
• Asymptotics of estimators in semi-parametric model under NA samples
• scientific article; zbMATH DE number 2157289

Cites work

• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• A note on the almost sure convergence of sums of negatively dependent random variables
• An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
• Analytic Inequalities
• Asymptotic normality of random fields of positively or negatively associated processes
• Asymptotic normality of the kernel estimate of a probability density function under association
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Asymptotic theory for partly linear models
• Asymptotics for linear processes
• Berry-esseen bounds for smooth estimator of a distribution function under association
• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
• Complete convergence for weighted sums of negatively associated random variables
• Efficient estimation in a semiparametric additive regression model with autoregressive errors
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• Kaplan-Meier estimator under association
• Local linear estimation in partly linear models
• MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
• Negative association of random variables, with applications
• Penalized quasi-likelihood estimation in partial linear models
• Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
• Semiparametric regression under long-range dependent errors.
• The law of iterated logarithm for negatively associated random variables

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
• Estimation of semiparametric regression models with linear process errors
• The consistency for estimator of nonparametric regression model based on NOD errors
• Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with \(\alpha\)-mixing dependent innovations
• Some practical and theoretical issues related to the quantile estimators
• Berry-Esseen type bounds in heteroscedastic semi-parametric model
• Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
• scientific article; zbMATH DE number 2042788 (Why is no real title available?)
• Semiparametric estimation for partially linear models with -weak dependent errors
• Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces
• 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 properties of wavelet estimators in semiparametric regression models under dependent 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
• 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

This page was built for publication: On a semiparametric regression model whose errors form a linear process with negatively associated innovations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3409003)