Asymptotic theory for partly linear models
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Publication:4337044
DOI10.1080/03610929508831598zbMATH Open0937.62592OpenAlexW1990803955MaRDI QIDQ4337044FDOQ4337044
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Cites work
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- An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes
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- Asymptotics for linear processes
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- Convergence rates for partially splined models
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Cited in
(66)- 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 no real title available?)
- 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
- Testing serial correlation in single index models
- 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
- Title not available (Why is no real title available?)
- 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
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- Some uniform consistency results in the partially linear additive model components estimation
- 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
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
- Asymptotic Properties for a Class of Partially Identified Models
- 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
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