Error variance estimation in semi-functional partially linear regression models
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References listed on IDEAS
- Han Shang, 2014. "Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density," Computational Statistics, Springer, vol. 29(3), pages 829-848, June.
- Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
- repec:taf:gnstxx:v:23:y:2011:i:1:p:115-128 is not listed on IDEAS
- Tiejun Tong & Yuedong Wang, 2005. "Estimating residual variance in nonparametric regression using least squares," Biometrika, Biometrika Trust, vol. 92(4), pages 821-830, December.
- Isabel Casas & Irene Gijbels, 2012. "Unstable volatility: the break-preserving local linear estimator," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(4), pages 883-904, December.
- Gao, Jiti, 1995. "The laws of the iterated logarithm of some estimates in partly linear models," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 153-162, November.
- Maity, Arnab & Huang, Jianhua Z., 2012. "Partially linear varying coefficient models stratified by a functional covariate," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1807-1814.
- Li, Qi, 2000. "Efficient Estimation of Additive Partially Linear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(4), pages 1073-1092, November.
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- Boente, Graciela & Vahnovan, Alejandra, 2017. "Robust estimators in semi-functional partial linear regression models," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 59-84.
- repec:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0786-3 is not listed on IDEAS
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