Asymptotic normality in partial linear models based on dependent errors
From MaRDI portal
Publication:998990
DOI10.1016/j.jspi.2008.08.005zbMath1153.62032OpenAlexW2020741445MaRDI QIDQ998990
Publication date: 30 January 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.08.005
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (22)
Bahadur representations of M-estimators and their applications in general linear models ⋮ Asymptotic normality of estimators in heteroscedastic errors-in-variables model ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model ⋮ Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure ⋮ Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors ⋮ Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors ⋮ Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure ⋮ Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors ⋮ Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors ⋮ Moment convergence rate of estimators in partially linear models under AANA errors ⋮ Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces ⋮ On estimation of nonparametric regression models with autoregressive and moving average errors ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Model ⋮ Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models ⋮ Convergence rates of wavelet estimators in semiparametric regression models under NA samples ⋮ Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors ⋮ Berry-Esseen type bounds in heteroscedastic semi-parametric model ⋮ Empirical Likelihood for Linear Models Under Linear Process Errors ⋮ Empirical likelihood inference for semiparametric model with linear process errors ⋮ Berry–Esseen type bounds in heteroscedastic errors-in-variables model ⋮ Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations ⋮ Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors
Cites Work
- Adapting for heteroscedasticity in linear models
- Convergence rates for parametric components in a partly linear model
- A two-stage spline smoothing method for partially linear models
- Semiparametric regression under long-range dependent errors.
- Data-driven efficient estimators for a partially linear model
- Estimation of the autocorrelation coefficient in the presence of a regression trend
- Penalized quasi-likelihood estimation in partial linear models
- Local linear estimation in partly linear models
- Estimation and testing in a partial linear regression model under long-memory dependence
- Jackknifing in partially linear regression models with serially correlated errors
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Statistical inference of partially linear regression models with heteroscedastic errors
- On a semiparametric regression model whose errors form a linear process with negatively associated innovations
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Semiparametric weighted lease squares
- An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
- Adaptive parametric test in a semiparametric regression model
- CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
- MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS
- Testing in partial linear regression models with dependent errors
- A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
- Efficient semiparametric estimator for heteroscedastic partially linear models
- Convergence of stochastic processes
- Fixed-design regression for linear time series
- Plug-in bandwidth choice in partial linear models with autoregressive errors
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Asymptotic normality in partial linear models based on dependent errors
