Advanced Search
MyIDEAS: Login

The laws of the iterated logarithm of some estimates in partly linear models

Contents:

Author Info

  • Gao, Jiti
Registered author(s):

Abstract

Consider the regression model Yi = xi'[beta] + g(ti) + ei, 1 [less-than-or-equals, slant] i [less-than-or-equals, slant] n, where xi = (xi1, xi2, ..., xip)' and ti (ti [epsilon] [0, 1]) are known and nonrandom design points, [beta] = ([beta]1, ..., [beta]p)' (p [greater-or-equal, slanted] 1) is an unknown parameter, g(·) is an unknown function, and ei are i.i.d. random errors. Based on g estimated by nonparametric kernel estimation, the laws of the iterated logarithm of the least-square estimator of [beta] and an estimator of [sigma]2 = Ee12

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.sciencedirect.com/science/article/B6V1D-3YF4BVT-13/2/6fe88d578a62a4415c492f30083ca704
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 25 (1995)
Issue (Month): 2 (November)
Pages: 153-162

as in new window
Handle: RePEc:eee:stapro:v:25:y:1995:i:2:p:153-162

Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

Order Information:
Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01

Related research

Keywords: The law of iterated logarithm Least-square estimator Partly linear model;

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. You, Jinhong & Chen, Gemai, 2006. "Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 324-341, February.
  2. You, Jinhong & Zhou, Xian, 2006. "Statistical inference in a panel data semiparametric regression model with serially correlated errors," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 844-873, April.
  3. Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
  4. Gemai Chen & Jinhong You, 2005. "An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models," Statistical Papers, Springer, vol. 46(2), pages 173-193, April.
  5. You, Jinhong & Zhou, Xian & Zhou, Yong, 2010. "Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1079-1101, May.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:25:y:1995:i:2:p:153-162

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.