You, Jinhong; Zhou, Xian; Chen, Gemai - In: Journal of Multivariate Analysis 92 (2005) 2, pp. 386-404
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...