Precise asymptotics of error variance estimator in partially linear models

DOI10.1007/s10255-005-5241-5zbMath1347.62128OpenAlexW2035512227MaRDI QIDQ925980

Feng Liu, Min Chen, Shao-Jun Guo

Publication date: 26 May 2008

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-005-5241-5

zbMATH Keywords

partially linear modelsprecise asymptoticserror variance estimator

Mathematics Subject Classification ID

General nonlinear regression (62J02) Analysis of variance and covariance (ANOVA) (62J10) Limit theorems in probability theory (60F99)

Cites Work

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• The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
• Minimax Estimates in a Semiparametric Model
• The berry-esseen bounds of error variance estimation in semiparametric regression models
• Convergence of stochastic processes

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