Some developments in semiparametric statistics
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Publication:715787
DOI10.1080/15598608.2008.10411888zbMath1211.62066OpenAlexW2009225780MaRDI QIDQ715787
Anton Schick, Wolfgang Wefelmeyer
Publication date: 18 April 2011
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2008.10411888
predictionefficiencylinear processnonparametric regressionestimating equationautoregressionmoving averageconvolution theoremconditional constraintcopula model, semiparametric regressionlinear constraintlocal U-statisticmarginal constraintNewton-Raphson procedurepartly linear regressionquasi-likelihood modelsymmetric location model
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Improving efficient marginal estimators in bivariate models with parametric marginals ⋮ Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
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