Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing

DOI10.1007/s00362-020-01218-9zbMath1483.62078OpenAlexW3123931813MaRDI QIDQ2062417

Xiaochao Xia

Publication date: 27 December 2021

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-020-01218-9

zbMATH Keywords

optimalitymodel averagingB-spline approximationvarying-coefficient model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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