Pages that link to "Item:Q4226894"
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The following pages link to Adaptive parametric test in a semiparametric regression model (Q4226894):
Displaying 18 items.
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models (Q816533) (← links)
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (Q861403) (← links)
- A test for the parametric form of the variance function in a partial linear regression model (Q935431) (← 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 under long-range dependent errors. (Q1304373) (← links)
- Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors (Q1432849) (← links)
- A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
- Robust inference in partially linear models with missing responses (Q2343635) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- On inference for a semiparametric partially linear regression model with serially correlated errors (Q3512631) (← links)
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (Q3614906) (← 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)
- Block external bootstrap in partially linear models with nonstationary strong mixing error terms (Q4673112) (← links)
- Testing in partial linear regression models with dependent errors (Q4709839) (← links)
- Shrinkage and penalized estimation in semi-parametric models with multicollinear data (Q5221551) (← links)
- <i>L</i><sub>1</sub> penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors (Q5414504) (← links)
