Efficiency for heteroscedastic regression with responses missing at random
From MaRDI portal
Publication:1642744
DOI10.1016/j.jspi.2017.11.002zbMath1392.62096OpenAlexW2768901459MaRDI QIDQ1642744
Anton Schick, Ursula U. Müller
Publication date: 15 June 2018
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2017.11.002
semiparametric regressiontransfer principlepartially linearsingle indexrandom coefficientefficiency transfer
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- The EFM approach for single-index models
- The transfer principle: a tool for complete case analysis
- Adapting for heteroscedasticity in linear models
- Estimation of heteroscedasticity in regression analysis
- A note on the construction of asymptotically linear estimators
- On efficient estimation in regression models
- Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Weighted least squares estimates in partly linear regression models
- Efficient parameter estimation in regression with missing responses
- Weighted least squares estimation with missing responses: an empirical likelihood approach
- Optimal smoothing in single-index models
- Efficiency transfer for regression models with responses missing at random
- Efficient estimation of partially linear varying coefficient models
- Semiparametric theory and missing data.
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
- Semiparametric Estimation of Index Coefficients
- Semiparametric Efficiency in Multivariate Regression Models with Missing Data
- Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
- Estimating the error distribution function in semiparametric regression
- Efficient semiparametric estimator for heteroscedastic partially linear models
This page was built for publication: Efficiency for heteroscedastic regression with responses missing at random