A Note on the Convergent Rates of M-Estimates for a Partly Linear Model

DOI10.1080/02331889508802465zbMATH Open0812.62046OpenAlexW2077442655MaRDI QIDQ4763474FDOQ4763474

Authors: Peide Shi, Guoying Li 

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802465

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zbMATH Keywords

nonparametric regression\(M\)-estimatorspiecewise polynomial approximationleast squares estimatorspartly linear modeloptimal global rate of convergence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Robust Statistics
• Additive regression and other nonparametric models
• Optimal rates of convergence for nonparametric estimators
• Convergence of stochastic processes
• Optimal global rates of convergence for nonparametric regression
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• Convergence rates for partially splined models
• Convergence rates for parametric components in a partly linear model
• Smoothness Priors and Nonlinear Regression
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• Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
• A Note on Smoothness Priors and Nonlinear Regression
• Convergence rates for estimation in certain partially linear models
• A Maximum Likelihood Method for Piecewise Regression Models with a Continuous Dependent Variable
• Title not available (Why is that?)
• On solvability of an equation arising in the theory of m-estimates

Cited In (33)

• The rates of convergence of \(M\)-estimators for partly linear models in dependent cases
• Title not available (Why is that?)
• Wild bootstrap estimation in partially linear models with heteroscedasticity
• On the rates of convergence of “minimum l₁-norm” estimates in a partly linear model
• Asymptotic distributions of \(M\)-estimators of the parametric components of partly linear models with fixed carriers.
• Statistical tests in the partially linear additive regression models
• Jackknifing type weighted least squares estimators in partially linear regression models.
• Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
• Jackknifing in partially linear regression models with serially correlated errors
• Convergence rates for parametric components in a partly linear model
• Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
• Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
• 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
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
• Asymptotic normality for the wavelet partially linear additive model components estimation
• Convergence rates of estimators for parametric components and nonparametric components in a partial linear model
• Statistical inference for partially linear regression models with measurement errors
• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
• Some uniform consistency results in the partially linear additive model components estimation
• Semiparametric Ridge Regression Approach in Partially Linear Models
• Title not available (Why is that?)
• Convergence rates of wavelet estimators in semiparametric regression models under NA samples
• Rates of convergence of \(M\)-estimators for partly linear models involving time series
• Tests for regression coefficients in high dimensional partially linear models
• Empirical likelihood test for regression coefficients in high dimensional partially linear models
• Asymptotic normality in partial linear models based on dependent errors
• Seemingly unrelated ridge regression in semiparametric models
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models
• Convergence rates of MLE in a partly linear model
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
• \(L_1\)-norm estimation and random weighting method in a semiparametric model

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