Plug-in bandwidth choice in partial linear models with autoregressive errors

Author:

Aneiros-Pérez Germán,Quintela-del-Rı́o Alejandro

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference54 articles.

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2. Aneiros, G., Quintela, A., 1999. Asymptotic properties in partial linear models under dependence, submitted for publication.

3. Aneiros, G., Quintela, A., 2001. Modified cross-validation in semiparametric regression models with dependent errors. Commun. Statist.: Theory and Methods 30, 2, to appear.

4. Central limit theorems under weak dependence.;Bradley;J. Multivariate Anal.,1981

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