MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS

DOI10.1081/STA-100002032MaRDI QIDQ4540588zbMATH OpenFDO

Authors Germán Aneiros, Alejandro Quintela-del-Río

Publication date 28 July 2002

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

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• Asymptotic theory for partly linear models
• Comparison of two bandwidth selectors with dependent errors
• Consistent nonparametric regression. Discussion
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Data-driven bandwidth choice for density estimation based on dependent data
• KERNEL REGRESSION SMOOTHING OF TIME SERIES
• Mixing: Properties and examples
• Moment bounds for non-stationary dependent sequences
• On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
• Quadratic errors for nonparametric estimates under dependence
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• Smoothing methods in statistics

Cited in

(14)

• Empirical likelihood inference for semiparametric model with linear process errors
• Local polynomial estimation in partial linear regression models under dependence
• Automatic estimation procedure in partial linear model with functional data
• Berry-Esseen type bounds in heteroscedastic semi-parametric model
• Plug-in bandwidth choice in partial linear models with autoregressive errors
• Empirical likelihood for a heteroscedastic partial linear model
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• Semiparametric estimation for partially linear models with -weak dependent errors
• Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
• CLT of wavelet estimator in semiparametric model with correlated errors
• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
• Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors
• Asymptotic normality in partial linear models based on dependent errors
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors

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