Pages that link to "Item:Q1327839"

The following pages link to Data-driven efficient estimators for a partially linear model (Q1327839):

Displaying 45 items.

• The Bayesian analysis of complex, high-dimensional models: can it be CODA? (Q252815) (← links)
• Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors (Q368005) (← links)
• Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints (Q604367) (← links)
• Difference based estimation for partially linear regression models with measurement errors (Q634544) (← links)
• An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models (Q816533) (← links)
• Estimation for a partial-linear single-index model (Q847637) (← links)
• Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (Q861403) (← links)
• Estimating the parametric component of nonlinear partial spline model (Q943603) (← links)
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors (Q958903) (← links)
• Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors (Q962206) (← links)
• Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
• Semiparametric regression model selections. (Q1298946) (← links)
• Robust estimators in semiparametric partly linear regression models. (Q1429888) (← links)
• Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors (Q1432849) (← links)
• Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
• Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
• Jackknifing in partially linear regression models with serially correlated errors (Q1765622) (← links)
• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
• Wavelet estimation in varying-coefficient partially linear regression models (Q1770067) (← links)
• Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
• CLT of wavelet estimator in semiparametric model with correlated errors (Q1936582) (← links)
• Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)
• Inferences with generalized partially linear single-index models for longitudinal data (Q2317281) (← links)
• Mixing partially linear regression models (Q2392079) (← links)
• A note on the optimality of generalized cross-validation bandwidth selection in partially linear models with kernel smoothing estimator (Q2431956) (← links)
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
• Statistical inference in a panel data semiparametric regression model with serially correlated errors (Q2489489) (← links)
• Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model (Q2489757) (← links)
• The law of iterated logarithm of estimators for partially linear panel data models (Q2489853) (← links)
• Seemingly Unrelated Ridge Regression in Semiparametric Models (Q3168538) (← links)
• Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models (Q3396325) (← links)
• Semiparametric Ridge Regression Approach in Partially Linear Models (Q3577166) (← links)
• Adaptive parametric test in a semiparametric regression model (Q4226894) (← links)
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models (Q4414365) (← links)
• PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (Q4449051) (← links)
• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS (Q4449097) (← links)
• Penalty, post pretest and shrinkage strategies in a partially linear model (Q5042183) (← links)
• Consistency properties for the estimators of partially linear regression model under dependent errors (Q5107464) (← links)
• SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS (Q5176852) (← links)
• <i>L</i>₁ penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors (Q5414504) (← links)
• Censored partial linear models and empirical likelihood (Q5943593) (← links)
• Spatial+: A novel approach to spatial confounding (Q6055667) (← links)
• Discussion on “Spatial+: A novel approach to spatial confounding” by Dupont, Wood, and Augustin (Q6055668) (← links)
• Rejoinder to the discussions of “Spatial+: A novel approach to spatial confounding” (Q6055672) (← links)