MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS

DOI10.1081/STA-100002032zbMath1009.62538MaRDI QIDQ4540588

Germán Aneiros-Pérez, 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

62G08: Nonparametric regression and quantile regression

Related Items

CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS, Plug-in bandwidth choice in partial linear models with autoregressive errors, Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors, Asymptotic normality in partial linear models based on dependent errors, Local polynomial estimation in partial linear regression models under dependence, Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors, On a semiparametric regression model whose errors form a linear process with negatively associated innovations

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