Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
DOI10.1007/s10255-006-0330-7zbMath1104.62045OpenAlexW2036713428MaRDI QIDQ861403
Yong Zhou, Yan Meng Zhao, Jin-hong You
Publication date: 29 January 2007
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-006-0330-7
heteroscedasticityserial correlationasymptotic covariance matrixpartially linear regression modelsemiparametric least squares estimation
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
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