Asymptotic theory for partly linear models

DOI10.1080/03610929508831598zbMATH Open0937.62592OpenAlexW1990803955MaRDI QIDQ4337044FDOQ4337044

Authors: Jiti Gao 

Publication date: 24 August 1997

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/40452/1/MPRA_paper_40452.pdf

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zbMATH Keywords

asymptotic normalitystrong convergencelinear processpartly linear model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
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• Testing goodness of fit via nonparametric function estimation techniques
• Analytic Inequalities
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• Convergence rates for partially splined models
• Convergence rates for parametric components in a partly linear model
• Probability Inequalities for the Sum of Independent Random Variables
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Asymptotic theory of nonlinear least squares estimation
• An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes

Cited In (64)

• Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
• A Partially Linear Model with Its Applications
• Asymptotic results of error density estimator in nonlinear autoregressive models
• On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons
• Seasonality analysis of time series in partial linear models
• Zero finite-order serial correlation test in a partially linear single-index model
• Semiparametric regression under long-range dependent errors.
• Some asymptotic properties for a multivariate partially linear model
• Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
• Wild bootstrap estimation in partially linear models with heteroscedasticity
• Asymptotic distributions of \(M\)-estimators of the parametric components of partly linear models with fixed carriers.
• Semiparametric Bayesian networks for continuous data
• Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
• Jackknifing type weighted least squares estimators in partially linear regression models.
• Asymptotic properties in partial linear models under dependence
• Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
• Local polynomial estimation in partial linear regression models under dependence
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
• Jackknifing in partially linear regression models with serially correlated errors
• Plug-in bandwidth choice in partial linear models with autoregressive errors
• Title not available (Why is that?)
• Absolute penalty and shrinkage estimation in partially linear models
• Empirical likelihood for varying-coefficient single-index model with right-censored data
• Testing serial correlation in partially linear single-index errors-in-variables models
• Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
• Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
• Testing heteroscedasticity in partially linear models with missing covariates
• PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
• Shrinkage and penalized estimation in semi-parametric models with multicollinear data
• Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models
• Testing serial correlation in partially linear additive models
• Spline estimators for semi-functional linear model
• Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• Functional partially linear quantile regression model
• Multivariate partially linear models
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors
• Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
• Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models
• Testing in partial linear regression models with dependent errors
• MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
• Adaptive parametric test in a semiparametric regression model
• Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models
• Title not available (Why is that?)
• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
• Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
• Estimating the parametric component of nonlinear partial spline model
• The laws of the iterated logarithm of some estimates in partly linear models
• Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses
• Asymptotic normality in partial linear models based on dependent errors
• Testing serial correlation in semiparametric varying-coefficient partially linear EV models
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
• Adaptive estimation in partly linear regression models
• The LIL for the estimates of the parameters in a partly linear regression model
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
• Empirical likelihood-based inferences in varying coefficient models with missing data
• An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
• Asymptotic separation in bilinear models
• Semiparametric efficient inferences for generalised partially linear models
• Testing Serial Correlation in Single Index Models
• L₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
• Asymptotic Properties for a Class of Partially Identified Models

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