On Variance Estimation in Semiparametric Regression Models

DOI10.1081/STA-200066355zbMATH Open1083.62035MaRDI QIDQ5697406FDOQ5697406

Authors: Fuxia Cheng 

Publication date: 17 October 2005

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

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zbMATH Keywords

semiparametric modelvariance estimationsemiparametric residuals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Root-N-Consistent Semiparametric Regression
• Title not available (Why is that?)
• Convergence rates for parametric components in a partly linear model
• Root-n consistent estimation in partly linear regression models
• A two-stage spline smoothing method for partially linear models
• On variance estimation in nonparametric regression
• The estimation of residual variance in nonparametric regression

Cited In (10)

• Approximate Standard Errors in Semiparametric Models
• Title not available (Why is that?)
• Variance estimation for semiparametric regression models by local averaging
• On variance estimation in semiparametric regression with functional data
• Title not available (Why is that?)
• Asymptotics for the distribution function estimators of the errors in semi-parametric regression models
• Variogram or semivariogram? variance or semivariance? allan variance or introducing a new term?
• Variance Estimation in Spatial Regression Using a Non-parametric Semivariogram Based on Residuals
• Variable selection in partially linear wavelet models
• Asymptotic variance of semiparametric estimators with generated regressors

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