Pages that link to "Item:Q1174648"

The following pages link to A two-stage spline smoothing method for partially linear models (Q1174648):

Displaying 50 items.

• Empirical likelihood for partially linear models under negatively associated errors (Q328840) (← links)
• Estimation for partially linear models with missing responses: the fixed design case (Q403527) (← links)
• The semiparametric Bernstein-von Mises theorem (Q450029) (← links)
• Asymptotics for the distribution function estimators of the errors in semi-parametric regression models (Q488926) (← links)
• Difference based estimation for partially linear regression models with measurement errors (Q634544) (← links)
• Statistical estimation in partial linear models with covariate data missing at random (Q734424) (← 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)
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models (Q961806) (← links)
• Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
• Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models (Q1129459) (← links)
• Data-driven efficient estimators for a partially linear model (Q1327839) (← links)
• Estimation of the autocorrelation coefficient in the presence of a regression trend (Q1341371) (← links)
• Semiparametric inference in a partial linear model (Q1355178) (← 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)
• Optimal difference-based estimation for partially linear models (Q1643015) (← links)
• Statistical tests in the partially linear additive regression models (Q1731204) (← links)
• Statistical inference for partially linear stochastic models with heteroscedastic errors (Q1800124) (← links)
• Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
• Empirical likelihood for partial linear models (Q1881420) (← links)
• Asymptotic normality of pseudo-LS estimator for partly linear autoregression models (Q1892111) (← links)
• The laws of the iterated logarithm of some estimates in partly linear models (Q1907903) (← links)
• Efficient estimation in a semiparametric additive regression model with autoregressive errors (Q1915842) (← links)
• Root-n consistent estimation in partly linear regression models (Q1922139) (← links)
• A difference based approach to the semiparametric partial linear model (Q1952202) (← links)
• Variable selection for partially linear models via Bayesian subset modeling with diffusing prior (Q2022563) (← links)
• Statistical inferences in a partially linear model with autoregressive errors (Q2087660) (← links)
• Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)
• Mixing partially linear regression models (Q2392079) (← links)
• Using thresholding difference-based estimators for variable selection in partial linear models (Q2439628) (← 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)
• Some uniform consistency results in the partially linear additive model components estimation (Q2807768) (← links)
• Empirical Likelihood for Partially Linear Models with Missing Responses: The Fixed Design Case (Q3015898) (← links)
• Empirical likelihood for partially linear models with missing responses at random (Q3021203) (← links)
• A consistent model specification test for a partial linear model with covariates missing at random (Q3145402) (← links)
• Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection (Q3505319) (← links)
• Asymptotic properties of some estimators for partly linear stationary autoregressive models (Q4337045) (← 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)
• Two-phase nonlinear regression with smooth transition (Q4490165) (← links)
• ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA (Q4541767) (← links)
• Large sample theory of the estimation of the error distribution for a semiparametric model (Q4701047) (← links)
• Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models (Q4976537) (← links)
• Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel (Q5076908) (← links)