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...

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...

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...