Empirical Likelihood for a Heteroscedastic Partial Linear Model

DOI10.1080/03610921003597229zbMath1222.62055OpenAlexW2007223752MaRDI QIDQ3006271

Hong-Xia Xu, Guo-Liang Fan, Han-Ying Liang

Publication date: 10 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610921003597229

zbMATH Keywords

confidence regionlocal polynomialmartingale difference error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (9)

Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors ⋮ Empirical likelihood for partially time-varying coefficient models with dependent observations ⋮ Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors ⋮ Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models ⋮ Empirical likelihood inference for partially time-varying coefficient errors-in-variables models ⋮ Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors ⋮ Statistical estimation for heteroscedastic semiparametric regression model with random errors ⋮ Statistical inferences in a partially linear model with autoregressive errors ⋮ Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models

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