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Communications in Statistics - Theory and Methods Volume 27, 1998 - Issue 4
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Original Articles

A modified estimator of error variance in a partly linear model

Hua Liang Institute of Systems Science, Beijing, 100080, China; Institute of Statistics and Econometrics Humboldt University of Berlin, Berlin, D-10178, Germany
&
Yong Zhou Institute of Applied Mathematics, Beijing, 100080, China
Pages 819-825 | Received 01 Oct 1996, Published online: 27 Jun 2007
 
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Abstract

We consider estimation of the variance of the error in a partly linear model Our resulting estimator has smaller asymptotic variance than the estimators given in literature.

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