Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors-Reference-Cited by-同舟云学术

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Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors

Published:2024-03-12 Issue: Volume: Page:1-20
ISSN:1532-6349
Container-title:Stochastic Models
language:en
Short-container-title:Stochastic Models

Author:

Samura Sallieu Kabay¹²,Wang Xuejun¹,Wu Yi³,Zhang Fei⁴

Affiliation:

1. School of Big Data and Statistics, Anhui University, Hefei, P.R. China

2. Department of Mathematics and Statistics, Fourah Bay College, University of Sierra Leone, Freetown, Sierra Leone

3. School of Big Data and Artificial Intelligence, Chizhou University, Chizhou, P.R. China

4. School of Mathematical Sciences, Anhui University, Hefei, P.R. China

Funder

National Social Science Fund of China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/15326349.2024.2322568

Reference24 articles.

1. Multilinear forms and measures of dependence between random variables

2. Strong consistency and rates for recursive nonparametric conditional probability density estimates under (α, β)-mixing conditions

3. Adapting for Heteroscedasticity in Linear Models

4. Second order effects in semiparametric weighted least squares regression;Carroll R.J.;Statistics,1989

5. Convergence Rates for Parametric Components in a Partly Linear Model

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