Statistical inference for heteroscedastic semi-varying coefficient EV models

DOI10.1080/03610926.2016.1242735OpenAlexW2533612848MaRDI QIDQ5160188

Fanrong Zhao, Wei-xing Song, Jian-Hong Shi

Publication date: 28 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1242735

zbMATH Keywords

consistencyasymptotic normalityheteroscedasticityprofile least squaressemi-varying coefficient EV model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model

Cites Work

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• Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models
• Partially linear models with missing response variables and error-prone covariates
• Measurement Error in Nonlinear Models

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