Pages that link to "Item:Q1916207"
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The following pages link to Weighted least squares estimates in partly linear regression models (Q1916207):
Displaying 9 items.
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (Q861403) (← links)
- Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors (Q1432849) (← links)
- Efficiency for heteroscedastic regression with responses missing at random (Q1642744) (← links)
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046) (← links)
- Prediction with Additive Models—Simulation and Application with Real Data (Q3155647) (← links)
- Asymptotic normality in a Semiparametric partially linear model with right–censored data (Q4246295) (← links)
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations (Q4269518) (← links)
- Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models (Q4414365) (← links)
- Plug-in bandwidth choice in partial linear models with autoregressive errors (Q5956233) (← links)
