Semiparametric estimation for partially linear models with -weak dependent errors

DOI10.1016/J.JKSS.2011.01.002zbMATH Open1296.62120OpenAlexW2080759057MaRDI QIDQ743763FDOQ743763

Authors: Dong Wan Shin, Eunju Hwang 

Publication date: 30 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.01.002

Recommendations

• Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
• Semiparametric estimation of multivariate partially linear models
• Estimation in a semiparametric partially linear errors-in-variables model
• Semiparametric inference in a partial linear model
• SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
• Efficient semiparametric estimator for heteroscedastic partially linear models

zbMATH Keywords

asymptotic normalityweak dependencepartially linear modelsemiparametric generalized least squares estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A new weak dependence condition and applications to moment inequalities
• A triangular central limit theorem under a new weak dependence condition
• An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
• An exponential inequality under weak dependence
• Asymmetry and nonstationarity for a seasonal time series model
• Asymptotic properties in partial linear models under dependence
• Asymptotic theory for partly linear models
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
• Convergence rates for parametric components in a partly linear model
• Coupling for \(\tau\)-dependent sequences and applications
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• Functional estimation of a density under a new weak dependence condition
• Functional semiparametric partially linear model with autoregressive errors
• Local linear estimation in partly linear models
• MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• Probability and moment inequalities for sums of weakly dependent random variables, with applications
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
• Semi-functional partial linear regression
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• Semiparametric regression under long-range dependent errors.
• Smoothing techniques for curve estimation. Proceedings of a workshop held in Heidelberg, April 2-4, 1979
• Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
• Statistical inference in a panel data semiparametric regression model with serially correlated errors
• Testing for two-regime threshold cointegration in vector error-correction models.
• The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
• Threshold Autoregression with a Unit Root
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
• Weak dependence beyond mixing and asymptotics for nonparametric regression
• Wild bootstrap estimation in partially linear models with heteroscedasticity

Cited In (4)

• Bahadur representations of M-estimators and their applications in general linear models
• Semiparametric estimation of moment condition models with weakly dependent data
• SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
• Joint asymptotics for semi-nonparametric regression models with partially linear structure

This page was built for publication: Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q743763)