38 citations · 46 across the 2 of their papers we have counts for
2 papers
stat.ME2020★ 8 cited
Statistical Inference for Generalized Additive Partially Linear Model
Rong Liu, Wolfgang Karl Härdle
The Generalized Additive Model (GAM) is a powerful tool and has been well studied. This model class helps to identify additive regression structure. Via available test procedures o…
math.ST2014★ 38 cited
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
Jiangyan Wang, Rong Liu, Fuxia Cheng +1
We propose kernel estimator for the distribution function of unobserved errors in autoregressive time series, based on residuals computed by estimating the autoregressive coefficie…