Estimation of the covariance matrix in multivariate partially linear models
From MaRDI portal
Publication:391951
DOI10.1016/j.jmva.2013.09.005zbMath1278.62082MaRDI QIDQ391951
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.09.005
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Automatic estimation procedure in partial linear model with functional data
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
- Estimation and testing in a partial linear regression model under long-memory dependence
- Nonparametric and semiparametric models.
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
- Nonparametric time series prediction: A semi-functional partial linear modeling
- Multivariate partially linear models
- Asymptotic Statistics
- Applied Multivariate Analysis
- On the distribution of a statistic used for testing a covariance matrix