Large sample theory of the estimation of the error distribution for a semiparametric model
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Cites work
- A two-stage spline smoothing method for partially linear models
- Approximation Theorems of Mathematical Statistics
- Convergence rates for parametric components in a partly linear model
- Efficient estimates in semiparametric additive regression models with unknown error distribution
- On adaptive estimation
- On efficient estimation in regression models
- Root-n consistent estimation in partly linear regression models
- Root-N-Consistent Semiparametric Regression
Cited in
(18)- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
- Large sample theory of empirical distributions in biased sampling models
- Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
- Large sample theory of maximum likelihood estimates in semiparametric biased sampling models.
- RCV-based error density estimation in the ultrahigh dimensional additive model
- Robust error density estimation in ultrahigh dimensional sparse linear model
- Error density estimation in high-dimensional sparse linear model
- 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
- Fitting semiparametric random effects models to large data sets
- On inference for a semiparametric partially linear regression model with serially correlated errors
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
- PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
- scientific article; zbMATH DE number 1533455 (Why is no real title available?)
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