MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS

DOI10.1081/STA-100002032zbMath1009.62538MaRDI QIDQ4540588

Alejandro Quintela-del-Río, Germán Aneiros-Pérez

Publication date: 28 July 2002

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

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (14)

Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model ⋮ CLT of wavelet estimator in semiparametric model with correlated errors ⋮ Automatic estimation procedure in partial linear model with functional data ⋮ Empirical Likelihood for a Heteroscedastic Partial Linear Model ⋮ Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors ⋮ Berry-Esseen type bounds in heteroscedastic semi-parametric model ⋮ Plug-in bandwidth choice in partial linear models with autoregressive errors ⋮ Empirical likelihood inference for semiparametric model with linear process errors ⋮ Asymptotic normality in partial linear models based on dependent errors ⋮ Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors ⋮ CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS ⋮ Local polynomial estimation in partial linear regression models under dependence ⋮ On a semiparametric regression model whose errors form a linear process with negatively associated innovations

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