Precise asymptotics of error variance estimator in partially linear models

DOI10.1007/S10255-005-5241-5MaRDI QIDQ925980zbMATH OpenOpenAlexFDO

Authors Shao-Jun Guo, Min Chen, Feng Liu

Publication date 26 May 2008

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

Full work available at URL https://doi.org/10.1007/s10255-005-5241-5

zbMATH Keywords

error variance estimatorpartially linear modelsprecise asymptotics

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) General nonlinear regression (62J02) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• Convergence of stochastic processes
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• Efficient estimates in semiparametric additive regression models with unknown error distribution
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• Hua's theorem with five amost equal prime variables
• Minimax Estimates in a Semiparametric Model
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers of \(\rho\)-mixing sequences
• Precise asymptotics in the law of the iterated logarithm.
• Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence
• The berry-esseen bounds of error variance estimation in semiparametric regression models
• The laws of the iterated logarithm of some estimates in partly linear models
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Cited in

(8)

• Berry-Esseen bounds of error variance estimation in partly linear models
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• scientific article; zbMATH DE number 5307550 (Why is no real title available?)
• scientific article; zbMATH DE number 5759445 (Why is no real title available?)
• scientific article; zbMATH DE number 3930028 (Why is no real title available?)
• scientific article; zbMATH DE number 2162629 (Why is no real title available?)
• scientific article; zbMATH DE number 205758 (Why is no real title available?)
• Precise asymptotics for the first moment of the error variance estimator in linear models

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