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- W2006038992 abstract "The authors extend the block external bootstrap to partially linear regression models with strongly mixing, nonstationary error terms. In addition to providing an approximate distribution for the semiparametric least square estimator of the parametric component, they propose a consistent estimator of the co-variance matrix of this estimator. Les auteurs étendent le bootstrap externe par bloc aux modèles partiellement linéaires dont les termes d'erreur sont fortement mélangeants et non stationnaires. En plus de donner une approximation de la loi de l'estimateur des moindres carrés semiparamétrique de la composante paramétrique, ils proposent un estimateur convergent de la matrice de covariance de cet estimateur." @default.
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- W2006038992 date "2004-12-01" @default.
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- W2006038992 title "Block external bootstrap in partially linear models with nonstationary strong mixing error terms" @default.
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- W2006038992 doi "https://doi.org/10.2307/3316019" @default.
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