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Original Articles

Asymptotic theory for partly linear models

Pages 1985-2009 | Received 01 Mar 1993, Published online: 27 Jun 2007

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Jianwen Xu & Hu Yang. (2012) On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons. Communications in Statistics - Simulation and Computation 41:3, pages 327-341.
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Xiaohui Liu, Zhizhong Wang & Xuemei Hu. (2011) Testing heteroscedasticity in partially linear models with missing covariates. Journal of Nonparametric Statistics 23:2, pages 321-337.
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Xiaohui Liu, Zhizhong Wang, Xuemei Hu & Guofu Wang. (2011) Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models. Communications in Statistics - Theory and Methods 40:14, pages 2554-2573.
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Q. Shao. (2009) Seasonality analysis of time series in partial linear models. Journal of Nonparametric Statistics 21:7, pages 827-837.
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Feng Liu, Gemai Chen & Min Chen. (2008) Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood. Communications in Statistics - Theory and Methods 37:12, pages 1905-1918.
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Han-Ying Liang, Volker Mammitzsch & Josef Steinebach. (2006) On a semiparametric regression model whose errors form a linear process with negatively associated innovations. Statistics 40:3, pages 207-226.
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Jinhong You & Gemai Chen. (2003) Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models. Communications in Statistics - Theory and Methods 32:9, pages 1817-1833.
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W. González-Manteiga & G. Aneiros-Pérez. (2003) Testing in partial linear regression models with dependent errors. Journal of Nonparametric Statistics 15:1, pages 93-111.
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Jinhong You & Gemai Chen. (2002) PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS. Communications in Statistics - Theory and Methods 31:7, pages 1137-1158.
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Germán Aneiros-Pérez & Alejandro Quintela-del-Río. (2001) MODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORS. Communications in Statistics - Theory and Methods 30:2, pages 289-307.
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JeanD. Opsomer & David Ruppert. (1999) A Root-n Consistent Backfitting Estimator for Semiparametric Additive Modeling. Journal of Computational and Graphical Statistics 8:4, pages 715-732.
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Jiti Gao. (1997) Adaptive parametric test in a semiparametric regression model. Communications in Statistics - Theory and Methods 26:4, pages 787-800.
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Marina Bogomolov & Ori Davidov. (2019) Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models. Computational Statistics & Data Analysis 133, pages 20-27.
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Jin Yang & Chuan-hua Wei. (2019) Testing Serial Correlation in Partially Linear Additive Models. Acta Mathematicae Applicatae Sinica, English Series 35:2, pages 401-411.
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S. Ejaz AhmedS. Ejaz Ahmed. 2014. Penalty, Shrinkage and Pretest Strategies. Penalty, Shrinkage and Pretest Strategies 77 99 .
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Saber Fallahpour, S. Ejaz Ahmed & Kjell A. Doksum. (2011) L 1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors . Applied Stochastic Models in Business and Industry 28:3, pages 236-250.
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S.M. Enayetur Raheem, S. Ejaz Ahmed & Kjell A. Doksum. (2012) Absolute penalty and shrinkage estimation in partially linear models. Computational Statistics & Data Analysis 56:4, pages 874-891.
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Jianjun Zhou & Min Chen. (2012) Spline estimators for semi-functional linear model. Statistics & Probability Letters 82:3, pages 505-513.
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Zhensheng Huang. (2010) Empirical likelihood for varying-coefficient single-index model with right-censored data. Metrika 75:1, pages 55-71.
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Eunju Hwang & Dong Wan Shin. (2011) Semiparametric estimation for partially linear models with -weak dependent errors. Journal of the Korean Statistical Society 40:4, pages 411-424.
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Heung Wong, Feng Liu, Min Chen & Wai Cheung Ip. (2009) Empirical likelihood based diagnostics for heteroscedasticity in partial linear models. Computational Statistics & Data Analysis 53:9, pages 3466-3477.
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Xuemei Hu, Feng Liu & Zhizhong Wang. (2009) Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model. Journal of Systems Science and Complexity 22:3, pages 483-494.
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S. Hossain, Kjell A. Doksum & S. Ejaz Ahmed. (2009) Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models. Linear Algebra and its Applications 430:10, pages 2749-2761.
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Heung Wong, Feng Liu, Min Chen & Wai Cheung Ip. (2009) Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models. Journal of Statistical Planning and Inference 139:3, pages 916-929.
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Xuemei Hu, Zhizhong Wang & Feng Liu. (2008) Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model. Statistics & Probability Letters 78:12, pages 1560-1569.
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Tzee-Ming Huang & Hung Chen. (2008) Estimating the parametric component of nonlinear partial spline model. Journal of Multivariate Analysis 99:8, pages 1665-1680.
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Germán Aneiros‐Pérez. (2008) SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP. Australian & New Zealand Journal of Statistics 50:2, pages 97-123.
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G. Aneiros-Pérez & J.M. Vilar-Fernández. (2008) Local polynomial estimation in partial linear regression models under dependence. Computational Statistics & Data Analysis 52:5, pages 2757-2777.
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Xue-mei Hu, Zhi-zhong Wang & Feng Liu. (2008) Testing serial correlation in semiparametric varying-coefficient partially linear EV models. Acta Mathematicae Applicatae Sinica, English Series 24:1, pages 99-116.
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S. Ejaz Ahmed, Kjell A. Doksum, S. Hossain & Jinhong You. (2007) SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS. Australian & New Zealand Journal of Statistics 49:4, pages 435-454.
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Ana Bianco & Graciela Boente. (2006) Robust estimators under semi‐parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection. Journal of Time Series Analysis 28:2, pages 274-306.
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Yan-meng Zhao, Jin-hong You & Yong* Zhou. (2006) Truncated Estimator of Asymptotic Covariance Matrix in Partially Linear Models with Heteroscedastic Errors. Acta Mathematicae Applicatae Sinica, English Series 22:4, pages 565-574.
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Beatriz Pateiro-López & Wenceslao González-Manteiga. (2006) Multivariate partially linear models. Statistics & Probability Letters 76:14, pages 1543-1549.
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Jinhong You & Gemai Chen. (2006) Wild bootstrap estimation in partially linear models with heteroscedasticity. Statistics & Probability Letters 76:4, pages 340-348.
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Gemai Chen & Jin-hong You. (2005) Iterative Weighted Semiparametric Least Squares Estimation in Repeated Measurement Partially Linear Regression Models. Acta Mathematicae Applicatae Sinica, English Series 21:2, pages 177-192.
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Gemai Chen & Jinhong You. (2005) An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models. Statistical Papers 46:2, pages 173-193.
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Jinhong You, Xian Zhou & Gemai Chen. (2005) Jackknifing in partially linear regression models with serially correlated errors. Journal of Multivariate Analysis 92:2, pages 386-404.
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Jinhong You & Gemai Chen. (2008) Block external bootstrap in partially linear models with nonstationary strong mixing error terms. Canadian Journal of Statistics 32:4, pages 335-346.
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Germán Aneiros-Pérez. (2004) Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors. Statistical Papers 45:2, pages 191-210.
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Germán Aneiros-Pérez, Wenceslao González-Manteiga & Philippe Vieu. (2004) Estimation and testing in a partial linear regression model under long-memory dependence. Bernoulli 10:1.
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Jin-hong You, Gemai Chen, Min Chen & Xue-lei Jiang. (2017) Uniform Convergence Rate of Estimators of Autocovariances in Partly Linear Regression Models with Correlated Errors. Acta Mathematicae Applicatae Sinica, English Series 19:3, pages 363-370.
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Jinhong You, Xiaoqian Sun, Wan-kai Pang & Ping-kei Leung. (2002) Jackknifing type weighted least squares estimators in partially linear regression models. Statistics & Probability Letters 60:1, pages 17-31.
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Germán Aneiros-Pérez & Alejandro Quintela-del-Rı́o. (2002) Plug-in bandwidth choice in partial linear models with autoregressive errors. Journal of Statistical Planning and Inference 100:1, pages 23-48.
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Germán Aneiros & Alejandro Quintela. (2001) Asymptotic properties in partial linear models under dependence. Test 10:2, pages 333-355.
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J. M. Prada-S�nchez, M. Febrero-Bande, T. Cotos-Y��ez, W. Gonz�lez-Manteiga, J. L. Berm�dez-Cela & T. Lucas-Dom�nguez. (2000) Prediction of SO2 pollution incidents near a power station using partially linear models and an historical matrix of predictor-response vectors. Environmetrics 11:2, pages 209-225.
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J.T. Gao & V.V. Anh. (1999) Semiparametric regression under long-range dependent errors. Journal of Statistical Planning and Inference 80:1-2, pages 37-57.
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