Asymptotics for the distribution function estimators of the errors in semi-parametric regression models

DOI10.1007/S11424-014-2255-1MaRDI QIDQ488926zbMATH OpenOpenAlexFDO

Authors Yuyang Qiu, Wei Huang, Ke-Ang Fu

Publication date 27 January 2015

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-014-2255-1

zbMATH Keywords

residualsempirical distribution functioniterated logarithm lawkernel distribution functionsemi-parametric regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10)

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Cites work

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• A two-stage spline smoothing method for partially linear models
• An Estimate Concerning the Kolmogroff Limit Distribution
• Convergence rates for parametric components in a partly linear model
• On Variance Estimation in Semiparametric Regression Models
• Root-N-Consistent Semiparametric Regression
• Root-n consistent estimation in partly linear regression models
• The berry-esseen bounds of error variance estimation in semiparametric regression models
• The law of the iterated logarithm for \(L_ p\)-norms of empirical processes
• The laws of the iterated logarithm of some estimates in partly linear models

Cited in

(6)

• Asymptotics of estimators in semi-parametric model under NA samples
• scientific article; zbMATH DE number 1778110 (Why is no real title available?)
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression
• scientific article; zbMATH DE number 1533455 (Why is no real title available?)
• Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables)
• Asymptotic variance of semiparametric estimators with generated regressors

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