An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models

Gemai Chen; Jinhong You

doi:10.1007/bf02762967

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An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models

Gemai Chen Jinhong You

Year: 2005 Journal: Statistical Papers Vol: 46 (2)Pages: 173-193 Publisher: Springer Science+Business Media

DOI: 10.1007/bf02762967

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Keywords:

Mathematics Asymptotic analysis Semiparametric regression Moment (physics) Heteroscedasticity Applied mathematics Least-squares function approximation Generalized least squares Asymptotic distribution Semiparametric model Total least squares Regression Econometrics Statistics Estimator

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical and numerical algorithms

Physical Sciences → Mathematics → Applied Mathematics

An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models

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