On Variance Estimation in Semiparametric Regression Models

DOI10.1081/STA-200066355MaRDI QIDQ5697406zbMATH OpenFDO

Authors Fuxia Cheng

Publication date 17 October 2005

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

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)

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Cites work

• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• A two-stage spline smoothing method for partially linear models
• Convergence rates for parametric components in a partly linear model
• On variance estimation in nonparametric regression
• Root-N-Consistent Semiparametric Regression
• Root-n consistent estimation in partly linear regression models
• The estimation of residual variance in nonparametric regression

Cited in

(10)

• Approximate Standard Errors in Semiparametric Models
• scientific article; zbMATH DE number 4054838 (Why is no real title available?)
• Variance estimation for semiparametric regression models by local averaging
• On variance estimation in semiparametric regression with functional data
• scientific article; zbMATH DE number 1533455 (Why is no real title available?)
• 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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