Efficient inference for regression models requires that heteroscedasticity be taken into account if it exists. For partially linear regression models, however, the problem of detecting heteroscedasticity has received very little attention. The aim of this paper is to propose a test of...

This paper studies the estimation of a varying-coefficient partially linear regression model which is a generalization of the partially linear regression model and varying-coefficient regression model [Fan and Huang, Manuscript, University of North Carolina, Chapel Hill, USA, 2002]. We focus on...

In this paper jackknifing technique is examined for functions of the parametric component in a partially linear regression model with serially correlated errors. By deleting partial residuals a jackknife-type estimator is proposed. It is shown that the jackknife-type estimator and the usual...

The authors study a heteroscedastic partially linear regression model and develop an inferential procedure for it. This includes a test of heteroscedasticity, a two-step estimator of the heteroscedastic variance function, semiparametric generalized least-squares estimators of the parametric and...

This paper uses the wild bootstrap technique in the estimation of a heteroscedastic partially linear regression model. We show that this approach provides reliable approximation to the asymptotic distribution of the semiparametric least-square estimators of the linear regression coefficients and...

Weak convergence results are obtained in this paper for the residual empirical processes in linear models, when the normal error assumption is replaced by a number of other error assumptions such as the Gamma family and the inverse Gaussian family. Application to asymptotic power calculations...

The u chart for monitoring [lambda], the average number of defects per inspection unit, requires [lambda] to be large to have positive lower control limits, and the false alarm probabilities differ considerably from the nominal normal values. Based on nonlinear transformations, some alternative...

Deletion, replacement and mean-shift model are three approaches frequently used to detect influential observations and outliers. For general linear model with known covariance matrix, it is known that these three approaches lead to the same update formulae for the estimates of the regression...

Testing the equality of two independent normal populations is a perfect case of the two-sample problem, yet it is not treated in the main text of any textbook or handbook. In this article, we derive the exact distribution of the likelihood ratio test and implement this test with an R function....