On Variance Estimation in Semiparametric Regression Models

DOI10.1081/STA-200066355zbMath1083.62035MaRDI QIDQ5697406

Fuxia Cheng

Publication date: 17 October 2005

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

zbMATH Keywords

semiparametric modelvariance estimationsemiparametric residuals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Asymptotics for the distribution function estimators of the errors in semi-parametric regression models ⋮ Variable selection in partially linear wavelet models

Cites Work

• Unnamed Item
• Convergence rates for parametric components in a partly linear model
• A two-stage spline smoothing method for partially linear models
• Root-n consistent estimation in partly linear regression models
• On variance estimation in nonparametric regression
• The estimation of residual variance in nonparametric regression
• Root-N-Consistent Semiparametric Regression

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