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

DOI10.1080/03610929908832403zbMath0935.62048OpenAlexW2282846351MaRDI QIDQ4701047

Hua Liang, Wolfgang Karl 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 normalitylaw of the iterated logarithmsemiparametric modelrates of convergenceweak consistencystrong 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)

Related Items (13)

RCV-based error density estimation in the ultrahigh dimensional additive model ⋮ Robust error density estimation in ultrahigh dimensional sparse linear model ⋮ On inference for a semiparametric partially linear regression model with serially correlated errors ⋮ Semiparametric generalized least squares estimation in partially linear regression models with correlated errors ⋮ Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors ⋮ Block external bootstrap in partially linear models with nonstationary strong mixing error terms ⋮ Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models ⋮ Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models ⋮ SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS ⋮ 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 ⋮ Error density estimation in high-dimensional sparse linear model ⋮ An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models

Cites Work

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

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