A note on the asymptotic properties of the estimators in a semiparametric regression model
From MaRDI portal
Publication:5082818
DOI10.1080/03610918.2019.1652316OpenAlexW2969509761WikidataQ127355535 ScholiaQ127355535MaRDI QIDQ5082818FDOQ5082818
Authors:
Publication date: 21 June 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1652316
Recommendations
- The asymptotic properties of the estimators in a semiparametric regression model
- scientific article; zbMATH DE number 6002423
- The consistency of estimators in semiparametric model with \(\tilde{\varphi}\)-mixing error sequences
- A note on the consistency for the estimators of semiparametric regression model
- The consistency for the estimators of semiparametric regression model based on weakly dependent errors
simulation studyuniform consistencysemiparametric regression model\(\varphi\)-mixing random variables\(r\)-th mean consistency
Cites Work
- Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
- On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables
- On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
- The von Bahr-Esseen moment inequality for pairwise independent random variables and applications
- Complete convergence of weighted sums for arrays of rowwise \(\varphi \)-mixing random variables.
- An invariance principle for \(\phi\)-mixing sequences
- Almost sure invariance principles for mixing sequences of random variables
- The invariance principle for ϕ-mixing sequences
- Title not available (Why is that?)
- Some Baum-Katz type results for \({\varphi}\)-mixing random variables with different distributions
- On complete convergence for weighted sums of \(\varphi \)-mixing random variables
- Title not available (Why is that?)
- Weak convergence of multidimensional empirical processes for stationary \(\varphi\)-mixing processes
- A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables
- A note on the Berry-Esseen bound of sample quantiles for \(\varphi\)-mixing sequence
- Fixed-design semiparametric regression for linear time series
- Title not available (Why is that?)
- On consistency of the weighted least squares estimators in a semiparametric regression model
- Title not available (Why is that?)
- An almost sure central limit theorem for self-normalized weighted sums of the \(\varphi\) mixing random variables
- The asymptotic properties of the estimators in a semiparametric regression model
- On complete convergence for nonstationary \(\varphi\)-mixing random variables
- Precise rates in the law of iterated logarithm for the moment convergence of \(\varphi \)-mixing sequences
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
- On the strong law of large numbers for weighted sums of \(\varphi\)-mixing random variables
- On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions
- A general result on complete convergence for weighted sums of linear processes and its statistical applications
Cited In (6)
- Asymptotics of estimators in semi-parametric model under NA samples
- Asymptotic properties of two stage estimator in semiparametric regression model
- Title not available (Why is that?)
- Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors
- Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications
- Asymptotic variance of semiparametric estimators with generated regressors
This page was built for publication: A note on the asymptotic properties of the estimators in a semiparametric regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5082818)