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Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data

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  • Van Keilegom, Ingrid
  • Wang, Lan

Abstract

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  • Van Keilegom, Ingrid & Wang, Lan, 2010. "Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data," LIDAM Reprints ISBA 2010001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2010001
    Note: In : Electronic Journal of Statistics, vol. 4, p. 133-160 (2010)
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    Cited by:

    1. Chuanhua Wei & Lijie Wan, 2015. "Efficient Estimation in Heteroscedastic Varying Coefficient Models," Econometrics, MDPI, vol. 3(3), pages 1-7, July.
    2. Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid, 2011. "Quality of fit measures in the framework of quantile regression," LIDAM Discussion Papers ISBA 2011025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Stéphane Girard & Gilles Claude Stupfler & Antoine Usseglio-Carleve, 2021. "Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models," Post-Print hal-03306230, HAL.
    4. Chen, Tao & Parker, Thomas, 2014. "Semiparametric efficiency for partially linear single-index regression models," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 376-386.
    5. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.

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