Pages that link to "Item:Q4337044"

The following pages link to Asymptotic theory for partly linear models (Q4337044):

Displaying 50 items.

• Zero finite-order serial correlation test in a partially linear single-index model (Q394401) (← links)
• Spline estimators for semi-functional linear model (Q419160) (← links)
• Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
• Empirical likelihood for varying-coefficient single-index model with right-censored data (Q434232) (← links)
• Functional partially linear quantile regression model (Q464378) (← links)
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
• 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)
• Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
• Estimating the parametric component of nonlinear partial spline model (Q943603) (← links)
• Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model (Q945802) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models (Q961806) (← links)
• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← 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)
• Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
• Local polynomial estimation in partial linear regression models under dependence (Q1023606) (← 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)
• Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
• Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models (Q1727889) (← links)
• Jackknifing in partially linear regression models with serially correlated errors (Q1765622) (← links)
• Adaptive estimation in partly linear regression models (Q1801728) (← links)
• Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
• Asymptotic properties in partial linear models under dependence (Q1872842) (← links)
• Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors (Q1880285) (← 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)
• The LIL for the estimates of the parameters in a partly linear regression model (Q1970089) (← links)
• Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part (Q1973315) (← links)
• Testing serial correlation in partially linear additive models (Q2316305) (← links)
• Wild bootstrap estimation in partially linear models with heteroscedasticity (Q2489878) (← links)
• Multivariate partially linear models (Q2497818) (← links)
• Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models (Q2508009) (← links)
• Empirical likelihood-based inferences in varying coefficient models with missing data (Q2516073) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses (Q2661948) (← links)
• Asymptotic separation in bilinear models (Q2706900) (← links)
• Asymptotic distributions of \(M\)-estimators of the parametric components of partly linear models with fixed carriers. (Q2767334) (← links)
• Some uniform consistency results in the partially linear additive model components estimation (Q2807768) (← links)
• Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models (Q2816431) (← links)
• Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models (Q2828697) (← links)
• Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models (Q3017866) (← links)
• Testing heteroscedasticity in partially linear models with missing covariates (Q3021191) (← links)
• Seasonality analysis of time series in partial linear models (Q3182736) (← links)
• (Q3313100) (← links)
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations (Q3409003) (← links)
• Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood (Q3518499) (← links)
• Asymptotic Properties for a Class of Partially Identified Models (Q3521268) (← links)
• Adaptive parametric test in a semiparametric regression model (Q4226894) (← links)
• Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models (Q4414365) (← links)