MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
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Publication:4540588
DOI10.1081/STA-100002032zbMATH Open1009.62538MaRDI QIDQ4540588FDOQ4540588
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)
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Cites Work
- Mixing: Properties and examples
- Smoothing methods in statistics
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- Consistent nonparametric regression. Discussion
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Comparison of two bandwidth selectors with dependent errors
- Quadratic errors for nonparametric estimates under dependence
- Data-driven bandwidth choice for density estimation based on dependent data
- KERNEL REGRESSION SMOOTHING OF TIME SERIES
- Moment bounds for non-stationary dependent sequences
- Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
- Asymptotic theory for partly linear models
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
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
- Plug-in bandwidth choice in partial linear models with autoregressive errors
- Empirical likelihood for a heteroscedastic partial linear model
- Berry-Esseen type bounds in heteroscedastic semi-parametric model
- On a semiparametric regression model whose errors form a linear process with negatively associated innovations
- Semiparametric estimation for partially linear models with \(\psi\)-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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