Moment consistency of estimators in partially linear models under NA samples

DOI10.1007/S00184-009-0260-5MaRDI QIDQ601775zbMATH OpenOpenAlexFDO

Authors Xinsheng Liu, Shuhe Hu, Xingcai Zhou

Publication date 29 October 2010

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-009-0260-5

zbMATH Keywords

least-squares estimatorpartial linear modelNA random variablesmoment consistencyweighted least-squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 4011660 (Why is no real title available?)
• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
• scientific article; zbMATH DE number 700642 (Why is no real title available?)
• scientific article; zbMATH DE number 1159724 (Why is no real title available?)
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Asymptotics of estimators in semi-parametric model under NA samples
• Convergence rates for parametric components in a partly linear model
• Local linear estimation in partly linear models
• Negative association of random variables, with applications
• Nonparametric regression estimation in models with weak error's structure
• Semiparametric weighted lease squares

Cited in

(12)

• Consistency and normality of Huber-Dutter estimators for partial linear model
• Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
• scientific article; zbMATH DE number 2165739 (Why is no real title available?)
• scientific article; zbMATH DE number 2121657 (Why is no real title available?)
• Strong consistency of estimators in partially linear models under NA samples
• scientific article; zbMATH DE number 1829196 (Why is no real title available?)
• Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
• Convergence rates of wavelet estimators in semiparametric regression models under NA samples
• Moment consistency of estimators in heteroscedastic partially linear models under martingale difference errors
• Moment convergence rate of estimators in partially linear models under AANA errors
• Moment consistency of estimators in a semi-parametric regression model under NA samples
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure

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