Pages that link to "Item:Q2489878"

The following pages link to Wild bootstrap estimation in partially linear models with heteroscedasticity (Q2489878):

Displaying 16 items.

• The wild bootstrap, tamed at last (Q90678) (← links)
• Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
• Bootstrapping heteroskedasticity consistent covariance matrix estimator (Q1424616) (← links)
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
• Implementing the wild bootstrap using a two-point distribution (Q1934128) (← links)
• Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
• On bootstrap consistency of MAVE for single index models (Q2007996) (← links)
• Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap<i>vs</i>. pairs bootstrap (Q3070605) (← links)
• Wild bootstrap for quantile regression (Q3107987) (← links)
• Wild Bootstrap Tests for IV Regression (Q3160936) (← links)
• Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors (Q4562735) (← links)
• Block external bootstrap in partially linear models with nonstationary strong mixing error terms (Q4673112) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models (Q5076963) (← links)
• Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data (Q5358330) (← links)
• (Q5389676) (← links)