You, Jinhong; Sun, Xiaoqian; Pang, Wan-kai; Leung, Ping-kei - In: Statistics & Probability Letters 60 (2002) 1, pp. 17-31
In a heteroskedastic partially linear regression model, You and Chen (Technical Report, Department of Mathematics and Statistics, University of Regina, 2000) proposed a semiparametric generalized least squares estimator (SGLSE). In this paper, a jackknife-type estimator of the asymptotic...
