A modified estimator of error variance in a partly linear model

Hua Liang; Yong Zhou

doi:10.1080/03610929808832130

A modified estimator of error variance in a partly linear model

Hua Liang^*
, Yong Zhou

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Abstract

We consider estimation of the variance of the error in a partly linear model. Our resulting estimator has smaller asymptotic variance than the estimators given in literature.

Original language	English
Pages (from-to)	819-825
Number of pages	7
Journal	Communications in Statistics - Theory and Methods
Volume	27
Issue number	4
DOIs	https://doi.org/10.1080/03610929808832130
State	Published - 1998
Externally published	Yes

Keywords

Asymptotic normality
Error variance
Partly linear model

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10.1080/03610929808832130

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title = "A modified estimator of error variance in a partly linear model",

abstract = "We consider estimation of the variance of the error in a partly linear model. Our resulting estimator has smaller asymptotic variance than the estimators given in literature.",

keywords = "Asymptotic normality, Error variance, Partly linear model",

author = "Hua Liang and Yong Zhou",

year = "1998",

doi = "10.1080/03610929808832130",

language = "英语",

volume = "27",

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journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor and Francis Ltd.",

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AU - Zhou, Yong

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N2 - We consider estimation of the variance of the error in a partly linear model. Our resulting estimator has smaller asymptotic variance than the estimators given in literature.

AB - We consider estimation of the variance of the error in a partly linear model. Our resulting estimator has smaller asymptotic variance than the estimators given in literature.

KW - Asymptotic normality

KW - Error variance

KW - Partly linear model

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U2 - 10.1080/03610929808832130

DO - 10.1080/03610929808832130

M3 - 文章

AN - SCOPUS:26844542976

SN - 0361-0926

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SP - 819

EP - 825

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

IS - 4

ER -

A modified estimator of error variance in a partly linear model

Abstract

Keywords

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