Local polynomial estimation in partial linear regression models under dependence

DOI10.1016/j.csda.2007.10.009zbMath1452.62272OpenAlexW2007602220MaRDI QIDQ1023606

Juan M. Vilar Fernández, Germán Aneiros-Pérez

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.10.009

zbMATH Keywords

asymptotic normalitynonparametric regressionmixing processespartial linear regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Related Items (12)

Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model ⋮ Seasonality analysis of time series in partial linear models ⋮ Identification for partially linear regression model with autoregressive errors ⋮ Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel ⋮ Statistical inference in the partial linear models with the inverse gaussian kernel ⋮ Model and variable selection procedures for semiparametric time series regression ⋮ Statistical inference in the partial linear models with the double smoothing local linear regression method ⋮ Semiparametric time series regression modeling with a diverging number of parameters ⋮ Spline estimators for semi-functional linear model ⋮ Difference based estimation for partially linear regression models with measurement errors ⋮ A new approach to bootstrap inference in functional coefficient models ⋮ Statistical inferences in a partially linear model with autoregressive errors

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