One-step estimation for varying coefficient models
From MaRDI portal
Publication:2574659
zbMath1076.62034MaRDI QIDQ2574659
Publication date: 30 November 2005
Published in: Science in China. Series A (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (5)
Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data ⋮ M-estimation and B-spline approximation for varying coefficient models with longitudinal data ⋮ Reducing component estimation for varying coefficient models with longitudinal data ⋮ Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors ⋮ B-spline estimation for varying coefficient regression with spatial data
This page was built for publication: One-step estimation for varying coefficient models