Jackknifing type weighted least squares estimators in partially linear regression models.

DOI10.1016/S0167-7152(02)00242-0zbMath1092.62531MaRDI QIDQ1871309

Xiaoqian Sun, Wan-Kai Pang, Jin-hong You, Ping-Kei Leung

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

ConsistencyAsymptotic covariance matrixSemiparametric generalized leastsquares estimator (SGLSE)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Nonparametric statistical resampling methods (62G09)

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