In this paper, we consider a flexible class of semiparametric varying-coefficient mean residual lifetime (MRL) models that depended on an exposure variable where some effects may be functions of the exposure variables and some may be constants. We develop three-step estimation procedures to...

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...

We consider a panel data semiparametric partially linear regression model with an unknown parameter vector for the linear parametric component, an unknown nonparametric function for the nonlinear component, and a one-way error component structure which allows unequal error variances...

Let (X1, Y1), (X2, Y2), ..., be d+1 dimensional random vectors which are distributed as (X, Y). Let [theta](x) be the conditional median, that is, [theta](x)=inf{y: P(Y[less-than-or-equals, slant]y | X=x)[greater-or-equal, slanted]1/2}. We consider the problem of...

In this paper we consider the TJW product-limit estimatorFn(x) of an unknown distribution functionFwhen the data are subject to random left truncation and right censorship. An almost sure representation of PL-estimatorFn(x) is derived with an improved error bound under some weaker assumptions....

Partially linear regression models with fixed effects are useful tools for making econometric analyses and normalizing microarray data. Baltagi and Li (2002) [7] proposed a computation friendly difference-based series estimation (DSE) for them. We show that the DSE is not asymptotically...