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Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data

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Publication:5358330
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DOI10.1080/03610918.2015.1054940zbMath1373.62266OpenAlexW2252331380MaRDI QIDQ5358330

Yan-Yong Zhao, Jin-Guan Lin, Hong-Xia Wang

Publication date: 20 September 2017

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

Full work available at URL: https://doi.org/10.1080/03610918.2015.1054940


zbMATH Keywords

heteroscedasticitysemi-varying coefficient modelsprofile least-squaresrobust bootstrap estimator


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)


Related Items (2)

Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors ⋮ Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth




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