Access the full text.
Sign up today, get DeepDyve free for 14 days.
Z.Y. Lin, C.R. Lu, Z.G. Su (1999)
The foundation of Probability limit theory
A. Gut, A. Spǎtaru (2000)
Precise asymptotics in the law of the iterated logarithmAnnals of Probability, 28
D. Pollard (1984)
Convergence of stochastic processes
Qiu Jin (2005)
PRECISE ASYMPTOTICS IN THE ESTIMATION OF THE ERROR VARIANCE IN LINEAR MODELSChinese Annals of Mathematics,series A
Hua Liang (1994)
The berry-esseen bounds of error variance estimation in semiparametric regression modelsCommunications in Statistics-theory and Methods, 23
Jiti Gao (1995)
The laws of the iterated logarithm of some estimates in partly linear modelsStatistics & Probability Letters, 25
J.T. Gao (1995)
The laws of the iterated logarithm of some estimates in partially linear models. StatistProbab. Lett., 25
N. Heckman (1988)
Minimax Estimates in a Semiparametric ModelJournal of the American Statistical Association, 83
P. Speckman (1988)
Kernel smoothing in partial linear modelsJournal of the royal statistical society series b-methodological, 50
N. Heckman (1986)
Spline Smoothing in a Partly Linear ModelJournal of the royal statistical society series b-methodological, 48
Huangy Wei, Zhang Lixin, Jiang Ye (2003)
Precise rate in the law of iterated logarithm for ρ-mixing sequenceApplied Mathematics-A Journal of Chinese Universities, 18
G.X. Chai, S.Y. Hong (1995)
Semiparametric regression models
J. Cuzick (1992)
Semiparametric additive regressionJournal of the royal statistical society series b-methodological, 54
M. Watson, A. Zellner (1985)
Applied Time Series Analysis of Economic Data.Journal of the American Statistical Association, 80
W. Huang, Y. Jiang, L.X. Zhang (2005)
Precise asymptotics in the Baum-Katz and Davis laws of large numbers of ρ-mixing sequenceActa Math. Sin., 21
Wei Huang, Ye Jiang, Li Zhang (2005)
Precise Asymptotics in the Baum–Katz and Davis Laws of Large Numbers of p-mixing SequencesActa Mathematica Sinica, 21
Hung Chen (1988)
Convergence Rates for Parametric Components in a Partly Linear ModelAnnals of Statistics, 16
W. Härdle, Hua Liang, Jiti Gao (2000)
Partially Linear Models
A. Gut, A. Spǎtaru (2000)
Precise asymptotics in the Baum-Katz and Davis laws of large numbersJournal of Mathematical Analysis and Applications, 248
J. Cuzick (1992)
Efficient Estimates in Semiparametric Additive Regression Models with Unknown Error DistributionAnnals of Statistics, 20
P. Hall, E. Lukács, Z. Birnbaum, C. Heyde (1980)
Martingale Limit Theory and Its Application
N.E. Heckman (1986)
Spline smoothing in partially linear modelsJ. R. Statist. Soc., 48
H. Liang, P. Cheng (1992)
Construtions of adaptive estimation in semiparametric modelBull. of Chinese Sciences, 37
In this paper, we focus our attention on the precise asymptotics of error variance estimator in partially linear regression models, y i = x i τ β + g(t i ) + ε i , 1 ≤ i ≤ n, {ε i , i = 1, ⋯ n} are i.i.d random errors with mean 0 and positive finite variance σ 2. Following the ideas of Allan Gut and Aurel Spătaru[7,8] and Zhang[21], on precise asymptotics in the Baum-Katz and Davis laws of large numbers and precise rate in laws of the iterated logarithm, respectively, and subject to some regular conditions, we obtain the corresponding results in partially linear regression models.
Acta Mathematicae Applicatae Sinica – Springer Journals
Published: Mar 13, 2008
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Copy and paste the desired citation format or use the link below to download a file formatted for EndNote
Access the full text.
Sign up today, get DeepDyve free for 14 days.
All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.