scientific article; zbMATH DE number 1501187
From MaRDI portal
Publication:4500029
Cited in
(31)- A note on the asymptotic properties of the estimators in a semiparametric regression model
- Weak consistency of quasi-maximum likelihood estimators in semiparametric regression models
- Series estimation of semilinear models
- Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
- scientific article; zbMATH DE number 151794 (Why is no real title available?)
- Berry-Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- Moment convergence rate of estimators in partially linear models under AANA errors
- An almost-parametric estimate of regression
- Estimation of semiparametric regression models with linear process errors
- Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models
- Semiparametric estimation of outbreak regression
- A semiparametric regression model with structural change and its series estimator
- A semiparametric regression model with structural change
- Strong consistency of an estimator in semiparametric models with censored data
- Using local linear techniques in semiparametric TBS regression models
- Constrained estimators of treatment parameters in semiparametric models
- Estimation theory of a class of semiparametric regression models
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with -mixing errors
- The consistency for the estimators of semiparametric regression model based on weakly dependent errors
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
- scientific article; zbMATH DE number 151810 (Why is no real title available?)
- The asymptotic properties of the estimators in a semiparametric regression model
- Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors
- On separated estimation for semiparametric regression model under independent case
- The Marcinkiewicz laws for weighted sums of heavy-tailed random variables and applications to the value-at-risk estimators and semiparametric regression models
- On consistency of the weighted least squares estimators in a semiparametric regression model
- Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications
- The consistency of LSE estimators in partial linear regression models under mixing random errors
- The asymptotic of the estimators in a semiparametric regression model under α -mixing errors
- Moment estimation in a semiparametric generalized linear model
- A Semi‐parametric Regression Model with Errors in Variables
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4500029)
