Adaptive estimation for varying coefficient models

DOI10.1016/j.jmva.2015.01.017zbMath1329.62196OpenAlexW2058181734MaRDI QIDQ2348441

Yixin Chen, Weixin Yao, Qin Wang

Publication date: 12 June 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.017

zbMATH Keywords

EM algorithmvarying coefficient modelskernel smoothingadaptive estimationlocal maximum likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05)

Related Items (9)

Robust estimation and outlier detection for varying-coefficient models via penalized regression ⋮ Adaptive estimation for varying coefficient models with nonstationary covariates ⋮ A multi-step kernel–based regression estimator that adapts to error distributions of unknown form ⋮ Estimation in single-index varying-coefficient panel data model ⋮ Automatic variable selection for semiparametric spatial autoregressive model ⋮ Robust linear regression: A review and comparison ⋮ Robust MAVE through nonconvex penalized regression ⋮ Two step estimations for a single-index varying-coefficient model with longitudinal data ⋮ Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity

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