Large sample theory of the estimation of the error distribution for a semiparametric model

DOI10.1080/03610929908832403zbMATH Open0935.62048OpenAlexW2282846351MaRDI QIDQ4701047FDOQ4701047

Authors: Hua Liang, Wolfgang K. Härdle 

Publication date: 1 December 1999

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

Full work available at URL: http://edoc.hu-berlin.de/18452/4509

Recommendations

• scientific article; zbMATH DE number 1533455
• Asymptotics for the distribution function estimators of the errors in semi-parametric regression models
• Efficient estimates in semiparametric additive regression models with unknown error distribution
• Estimation theory of a class of semiparametric regression models

zbMATH Keywords

asymptotic normalitystrong consistencysemiparametric modelrates of convergencelaw of the iterated logarithmweak consistencyuniformly strong consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Root-N-Consistent Semiparametric Regression
• On adaptive estimation
• On efficient estimation in regression models
• Convergence rates for parametric components in a partly linear model
• Root-n consistent estimation in partly linear regression models
• A two-stage spline smoothing method for partially linear models
• Efficient estimates in semiparametric additive regression models with unknown error distribution

Cited In (18)

• Large sample theory of maximum likelihood estimates in semiparametric biased sampling models.
• Robust error density estimation in ultrahigh dimensional sparse linear model
• Large sample theory of empirical distributions in biased sampling models
• Error density estimation in high-dimensional sparse linear model
• Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
• RCV-based error density estimation in the ultrahigh dimensional additive model
• 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
• Block external bootstrap in partially linear models with nonstationary strong mixing error terms
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models
• Title not available (Why is that?)
• Asymptotics for the distribution function estimators of the errors in semi-parametric regression models
• On inference for a semiparametric partially linear regression model with serially correlated errors
• Fitting semiparametric random effects models to large data sets
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
• SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
• An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models

This page was built for publication: Large sample theory of the estimation of the error distribution for a semiparametric model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4701047)