Root-n-consistent semiparametric estimation of partially linear models based on k-nn method

DOI10.1080/07474939708800396MaRDI QIDQ4373276zbMATH OpenOpenAlexWikidataFDO

Authors Zhenjuan Liu, Xuewen Lu

Publication date 27 June 1999

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939708800396

zbMATH Keywords

nearest neighbor nonparametric regressionpartially linear modelsemiparametric regression

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

Recommendations

• On the root-n-consistent semiparametric estimation of partially linear models
• \(k\)NN estimation in functional partial linear modeling
• Nearest-neighbour estimation of semiparametric regression models
• Consistent specification test for partially linear models with the k-nearest-neighbor method
• Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations

Cites work

• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
• Convergence rates for parametric components in a partly linear model
• Convergence rates for partially splined models
• Efficiency Bounds for Semiparametric Regression
• Multivariate k-nearest neighbor density estimates
• Nearest-neighbour estimation of semiparametric regression models
• On asymptotically efficient estimation in semiparametric models
• On the Distribution of Some Statistics Useful in the Analysis of Jointly Stationary Time Series
• Root-N-Consistent Semiparametric Regression
• Semiparametric estimation of partially linear panel data models
• Series estimation of semilinear models
• Smoothness Priors and Nonlinear Regression

Cited in

(8)

• Consistent specification test for partially linear models with the k-nearest-neighbor method
• \(k\)-nn method in partial linear model under random censorship
• \(k\)NN estimation in functional partial linear modeling
• On the root-n-consistent semiparametric estimation of partially linear models
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
• k-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
• Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
• Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method

This page was built for publication: Root-n-consistent semiparametric estimation of partially linear models based on k-nn method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4373276)