Error variance estimation in partially linear varying coefficient models

MaRDI QIDQ5319397zbMATH OpenFDO

Authors Chuan-Hua Wei, Xizhi Wu

Publication date 22 July 2009

zbMATH Keywords

asymptotic normalityprofile least-squares estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(11)

• Asymptotic normality of estimators in partially linear varying coefficient models
• Error variance estimation for the partially linear model
• scientific article; zbMATH DE number 6311251 (Why is no real title available?)
• The error variance of LMS with time-varying weights
• VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL
• On variance estimation in semiparametric regression with functional data
• Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
• Error variance estimation in semi-functional partially linear regression models
• Comparative study of residual variance estimators constructed without or with the presence of atypical values: case of the partially linear model
• Generalized varying coefficient partially linear measurement errors models
• Precise asymptotics of error variance estimator in partially linear models

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