SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP

DOI10.1111/J.1467-842X.2008.00510.XzbMATH Open1145.62352MaRDI QIDQ3530173FDOQ3530173

Authors Germán Aneiros

Publication date 15 October 2008

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

time seriespartial linear models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• Nonparametric models and methods for nonlinear analysis of covariance
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Cites work

• scientific article; zbMATH DE number 3874417 (Why is no real title available?)
• scientific article; zbMATH DE number 3917463 (Why is no real title available?)
• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
• scientific article; zbMATH DE number 872242 (Why is no real title available?)
• Asymptotic properties of the LSE in a regression model with long-memory stationary errors
• Choice of bandwidth for kernel regression when residuals are correlated
• Consistent nonparametric regression. Discussion
• Longitudinal data with nonstationary errors: A nonparametric three-stage approach
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Nonparametric analysis of covariance.
• Nonparametric comparison of several regression functions: Exact and asymptotic theory
• On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
• Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors
• Root-N-Consistent Semiparametric Regression
• Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
• Second Order Approximation in the Partially Linear Regression Model
• Testing linearity of regression models with dependent errors by kernel based methods

Cited in

(3)

• Local and global temporal correlations for longitudinal data
• Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
• Testing the equality of linear single-index models

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