The berry-esseen bounds of error variance estimation in semiparametric regression models

DOI10.1080/03610929408831456zbMath0825.62249OpenAlexW2087365105MaRDI QIDQ4843847

Hua Liang

Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610929408831456

zbMATH Keywords

Berry-Esseen boundssemiparametric regression models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Precise asymptotics of error variance estimator in partially linear models ⋮ Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part ⋮ Asymptotics for the distribution function estimators of the errors in semi-parametric regression models ⋮ Bootstrap approximation in a partially linear regression model ⋮ A modified estimator of error variance in a partly linear model

Cites Work

• Second order asymptotic efficiency in a partial linear model
• Convergence rates for parametric components in a partly linear model
• Efficient estimates in semiparametric additive regression models with unknown error distribution
• Convergence of stochastic processes

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