The asymptotic properties of the estimators in a semiparametric regression model
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Publication:2338234
DOI10.1007/s00362-017-0910-zzbMath1432.62082OpenAlexW2609159154MaRDI QIDQ2338234
Meimei Ge, Yi Wu, Xue-jun Wang
Publication date: 21 November 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0910-z
semiparametric regression modelcomplete consistencymean consistency\(\varphi\)-mixing random variables
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Functional limit theorems; invariance principles (60F17)
Related Items (9)
The consistency and convergence rate for the nearest neighbor density estimator based on φ-mixing random samples ⋮ A note on the asymptotic properties of the estimators in a semiparametric regression model ⋮ Moment convergence rate of estimators in partially linear models under AANA errors ⋮ Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications ⋮ Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors ⋮ On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions ⋮ Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds ⋮ The Bahadur representation of sample quantiles for φ-mixing random variables and its application ⋮ Statistical inference for a heteroscedastic regression model with φ-mixing errors
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