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

DOI10.1080/03610929908832403MaRDI QIDQ4701047zbMATH OpenOpenAlexFDO

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

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)

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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 Semiparametric Regression
• Root-n consistent estimation in partly linear regression models

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
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models
• PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
• 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
• scientific article; zbMATH DE number 1533455 (Why is no real title available?)
• 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

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