Estimation of semi-parametric additive coefficient model

DOI10.1016/j.jspi.2004.11.003zbMath1090.62041OpenAlexW2133829665WikidataQ61865774 ScholiaQ61865774MaRDI QIDQ2495823

Lan Xue, Lijian Yang

Publication date: 30 June 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.11.003

zbMATH Keywords

rate of convergencevarying coefficient modellocal polynomialmarginal integrationGerman real GNPout-of-sample forecastWolf's sunspot numbers

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items

Efficient and fast spline-backfitted kernel smoothing of additive models ⋮ Globally consistent model selection in semi-parametric additive coefficient models ⋮ Oracally Efficient Two-Step Estimation of Generalized Additive Model ⋮ Quantile regression for additive coefficient models in high dimensions ⋮ Varying Coefficient Regression Models: A Review and New Developments ⋮ Variance function additive partial linear models ⋮ Oracally efficient estimation for single-index link function with simultaneous confidence band ⋮ Spline-backfitted kernel smoothing of nonlinear additive autoregression model ⋮ Efficient estimation of longitudinal data additive varying coefficient regression models ⋮ SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL ⋮ A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data

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