Statistical inference of partially linear regression models with heteroscedastic errors

doi:10.1016/j.jmva.2007.06.011

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	Statistical inference of partially linear regression models with heteroscedastic errors
	You, Jinhong ; Chen, Gemai ; Zhou, Yong
	2007-09-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	98 期号:8 页码:1539-1557
摘要	The authors study a heteroscedastic partially linear regression model and develop an inferential procedure for it. This includes a test of heteroscedasticity, a two-step estimator of the heteroscedastic variance function, semiparametric generalized least-squares estimators of the parametric and nonparametric components of the model, and a bootstrap goodness of fit test to see whether the nonparametric component can be parametrized. (c) 2007 Elsevier Inc. All rights reserved.
关键词	semiparametric regression model heteroscedasticity local polynomial asymptotic normality model selection
DOI	10.1016/j.jmva.2007.06.011
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000250311300002
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/4189
专题	应用数学研究所
通讯作者	You, Jinhong
作者单位	1.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA 2.Univ Calgary, Dept Math & Stat, Calgary, AB T2N 1N4, Canada 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	You, Jinhong,Chen, Gemai,Zhou, Yong. Statistical inference of partially linear regression models with heteroscedastic errors[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2007,98(8):1539-1557.
APA	You, Jinhong,Chen, Gemai,&Zhou, Yong.(2007).Statistical inference of partially linear regression models with heteroscedastic errors.JOURNAL OF MULTIVARIATE ANALYSIS,98(8),1539-1557.
MLA	You, Jinhong,et al."Statistical inference of partially linear regression models with heteroscedastic errors".JOURNAL OF MULTIVARIATE ANALYSIS 98.8(2007):1539-1557.