Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors

DOI10.1007/S10255-006-0330-7MaRDI QIDQ861403zbMATH OpenOpenAlexFDO

Authors Yong Zhou, Yan Meng Zhao, Jinhong You

Publication date 29 January 2007

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-006-0330-7

zbMATH Keywords

asymptotic covariance matrixheteroscedasticitypartially linear regression modelsemiparametric least squares estimationserial correlation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Recommendations

• Jackknifing type weighted least squares estimators in partially linear regression models.
• scientific article; zbMATH DE number 700642
• A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
• Asymptotic theory in heteroscedastic nonlinear models
• Statistical inference of partially linear regression models with heteroscedastic errors

Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• A practical guide to splines
• A two-stage spline smoothing method for partially linear models
• Adaptive parametric test in a semiparametric regression model
• An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
• Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
• Asymptotic properties in partial linear models under dependence
• Asymptotic theory for partly linear models
• Convergence rates for parametric components in a partly linear model
• Data-driven efficient estimators for a partially linear model
• Efficient estimation in a semiparametric additive regression model with autoregressive errors
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• 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 1533566 (Why is no real title available?)
• Jackknifing in Unbalanced Situations
• Linear Statistical Inference and its Applications
• Local linear estimation in partly linear models
• Parameter estimation of stochastic process with long-range dependence and intermittency
• Regression function estimation from dependent observations
• Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
• Root-N-Consistent Semiparametric Regression
• Series estimation of semilinear models
• The laws of the iterated logarithm of some estimates in partly linear models
• Trigonometric series regression estimators with an application to partially linear models
• Weighted least squares estimates in partly linear regression models

Cited in

(1)

• Delete-group jackknife estimate in partially linear regression models with heteroscedasticity

This page was built for publication: Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q861403)