Simultaneous inference of the partially linear model with a multivariate unknown function

DOI10.1016/J.JSPI.2020.10.007MaRDI QIDQ830711zbMATH OpenOpenAlexFDO

Authors Kun Ho Kim, Shih-Kang Chao, Wolfgang K. Härdle

Publication date 7 May 2021

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://www.econstor.eu/bitstream/10419/230814/1/irtg1792dp2020-008.pdf

zbMATH Keywords

simultaneous inferencemultivariate functionregression calibrationBerkson errorsimultaneous confidence region

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Nonparametric tolerance and confidence regions (62G15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(1)

• Simultaneous inference of a partially linear model in time series

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