Moment consistency of estimators in partially linear models under NA samples

DOI10.1007/S00184-009-0260-5zbMath1197.62064OpenAlexW2087041698MaRDI QIDQ601775

Shuhe Hu, Xinsheng Liu, Xing-Cai Zhou

Publication date: 29 October 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0260-5

zbMATH Keywords

least-squares estimatorpartial linear modelNA random variablesmoment consistencyweighted least-squares estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (4)

Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure ⋮ Moment convergence rate of estimators in partially linear models under AANA errors ⋮ Convergence rates of wavelet estimators in semiparametric regression models under NA samples ⋮ Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors

Cites Work

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• Nonparametric regression estimation in models with weak error's structure
• Convergence rates for parametric components in a partly linear model
• Local linear estimation in partly linear models
• Negative association of random variables, with applications
• Asymptotics of estimators in semi-parametric model under NA samples
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Semiparametric weighted lease squares

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