Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations

DOI10.1080/03610929908832400MaRDI QIDQ4269518zbMATH OpenOpenAlexFDO

Authors Toshio Honda

Publication date 15 February 2000

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832400

zbMATH Keywords

absolutely regular processasymptotic normalityexponential inequalitylocal polynomial regressionrandom weights

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• Achieving information bounds in non and semiparametric models
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Convergence rates for parametric components in a partly linear model
• Efficient estimation in a semiparametric additive regression model with autoregressive errors
• Estimation of heteroscedasticity in regression analysis
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Local linear estimation in partly linear models
• Local Polynomial Estimation of Regression Functions for Mixing Processes
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Multivariate regression estimation: Local polynomial fitting for time series
• Root-n consistent estimation in partly linear regression models
• Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
• Root-N-Consistent Semiparametric Regression
• Second Order Approximation in the Partially Linear Regression Model
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• The functional law of the iterated logarithm for stationary strongly mixing sequences
• Weighted least squares estimates in partly linear regression models

Cited in

(9)

• Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
• Root-n consistent estimation in partly linear regression models
• On the root-n-consistent semiparametric estimation of partially linear models
• A Consistent Estimator for Linear Models with Dependent Observations
• Root-n-consistent estimation of partially linear time series models
• Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
• Semiparametric estimation of moment condition models with weakly dependent data
• scientific article; zbMATH DE number 2204341 (Why is no real title available?)
• Semiparametric estimation for partially linear models with -weak dependent errors

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