Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models

DOI10.1080/03610918.2013.795593zbMath1328.62224OpenAlexW2095348292MaRDI QIDQ5259138

Chuanhua Wei, Chunling Liu, Lijie Wan

Publication date: 24 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.795593

zbMATH Keywords

heteroscedasticitysemiparametric efficiencyprofile least squarespartially linear varying coefficient models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05)

Cites Work

• Local polynomial fitting in semivarying coefficient model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Estimation of heteroscedasticity in regression analysis
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Nonparametric quasi-likelihood
• On a semiparametric variance function model and a test for heteroscedasticity
• Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
• Efficiency Bounds for Semiparametric Regression
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Efficient semiparametric estimator for heteroscedastic partially linear models

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