Statistical estimation for heteroscedastic semiparametric regression model with random errors
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Cites work
- Adaptive estimation in partly linear regression models
- An invariance principle for \(\phi\)-mixing sequences
- Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
- Asymptotic normality of some estimators in a fixed-design semiparametric regression model with linear time series errors
- Asymptotic normality of wavelet estimators in semiparametric regression models with MA() time series errors
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
- Asymptotics of estimators in semi-parametric model under NA samples
- Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors
- Berry-Esseen type bounds in heteroscedastic semi-parametric model
- Berry-Esséen bound of sample quantiles for -mixing random variables
- Convergence rates of wavelet estimators in semiparametric regression models under NA samples
- Empirical likelihood for a heteroscedastic partial linear model
- scientific article; zbMATH DE number 3152029 (Why is no real title available?)
- scientific article; zbMATH DE number 1916872 (Why is no real title available?)
- scientific article; zbMATH DE number 850975 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- On asymptotic approximation of inverse moments for a class of nonnegative random variables
- On the asymptotic normality of -mixing dependent errors of wavelet regression function estimators
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Semiparametric Regression
- Some Baum-Katz type results for \({\varphi}\)-mixing random variables with different distributions
- Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples
- Wavelet Methods for Curve Estimation
- Weighted wavelet estimation in semiparametric regression models with -mixing heteroscedastic errors
Cited in
(10)- Asymptotic normality of estimators in heteroscedastic errors-in-variables model
- Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors
- Estimation theory of semi-parametric regression models with heteroscedasticity
- Weighted wavelet estimation in semiparametric regression models with -mixing heteroscedastic errors
- Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
- A Semi‐parametric Regression Model with Errors in Variables
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with -mixing errors
- The Berry-Esseen bounds of wavelet estimator for semiparametric regression model whose errors form a linear process based on ANA sequences
- On the rate of asymptotic normality of integral weighted kernel estimator in a non parametric regression model for φ -mixing random variables
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