Asymptotic theory for varying coefficient regression models with dependent data

DOI10.1007/s10463-017-0607-zzbMath1420.62167OpenAlexW2185179950MaRDI QIDQ1656859

Soutir Bandyopadhyay, Arnab Maity

Publication date: 10 August 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0607-z

zbMATH Keywords

kernel smoothingasymptotic theorylocal polynomial estimationdependent datavarying coefficient modelspatially autoregressive errors

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

A robust varying coefficient approach to fuzzy multiple regression model

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