Strong consistency of a class of estimators in partial linear models under martingale difference sequences

zbMATH Open1150.62364MaRDI QIDQ3501295FDOQ3501295

Authors: Guoliang Li, Luqin Liu 

Publication date: 3 June 2008

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zbMATH Keywords

strong consistencyleast squares estimatorweighted least squares estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cited In (12)

• Empirical likelihood inference for partial linear models with ARCH(1) errors
• Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples
• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• Empirical likelihood inference for partial linear models under martingale difference sequence
• Title not available (Why is that?)
• The Berry-Esseen bound for \(\rho\)-mixing random variables and its applications in nonparametric regression model
• Moment consistency of estimators in heteroscedastic partially linear models under martingale difference errors
• Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
• Title not available (Why is that?)
• Strong consistency of regression function estimator with martingale difference errors
• Title not available (Why is that?)
• Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications

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