Sieve least squares estimation for partially nonlinear models

DOI10.1016/j.spl.2010.04.006zbMath1198.62033OpenAlexW1981086074MaRDI QIDQ988091

Lixin Song, Xiaoguang Wang, Yue Zhao

Publication date: 26 August 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.04.006

zbMATH Keywords

consistencyasymptotic normalitysemiparametric modelconvergence rateempirical process method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items

Statistical estimation in partially nonlinear models with random effects ⋮ Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random ⋮ Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models ⋮ Two-stage estimation and simultaneous confidence band in partially nonlinear additive model ⋮ Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data ⋮ Checking nonparametric component for partially nonlinear model with missing response ⋮ A robust and efficient estimation method for partially nonlinear models via a new MM algorithm ⋮ Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses

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