Sieve M-estimation for semiparametric varying-coefficient partially linear regression model
From MaRDI portal
Publication:625812
DOI10.1007/s11425-010-4030-7zbMath1233.62080OpenAlexW2047202924MaRDI QIDQ625812
Publication date: 25 February 2011
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-010-4030-7
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)
Related Items (4)
Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components ⋮ Empirical likelihood in varying-coefficient quantile regression with missing observations ⋮ Sieve M-estimator for a semi-functional linear model ⋮ The T-type estimate of a class of partially non linear models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Two likelihood-based semiparametric estimation methods for panel count data with covariates
- Local polynomial fitting in semivarying coefficient model
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- Convergence rate of sieve estimates
- On methods of sieves and penalization
- Statistical estimation in varying coefficient models
- Wavelet estimation in varying-coefficient partially linear regression models
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Optimal global rates of convergence for nonparametric regression
- Weak convergence and empirical processes. With applications to statistics
- Robust estimates in generalized partially linear models
- Variable selection in semiparametric regression modeling
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Wild bootstrap estimation in partially linear models with heteroscedasticity
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Regression and time series model selection in small samples
- Efficiency Bounds for Semiparametric Regression
- Generalized Partially Linear Single-Index Models
- Semiparametric Regression
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Semiparametric Regression for the Applied Econometrician
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Sieve Maximum Likelihood Estimator for Semiparametric Regression Models With Current Status Data
- Convergence of stochastic processes
This page was built for publication: Sieve M-estimation for semiparametric varying-coefficient partially linear regression model
