Adaptive jump-preserving estimates in varying-coefficient models

DOI10.1016/j.jmva.2016.03.005zbMath1338.62122OpenAlexW2334917271MaRDI QIDQ290702

Xing-Fang Huang, Jin-Guan Lin, Yan-Yong Zhao, Hong-Xia Wang

Publication date: 3 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.03.005

zbMATH Keywords

asymptotic propertieslocal linear smoothingadaptive jump-preserving estimationvarying-coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

Adaptive semiparametric estimation for single index models with jumps ⋮ Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function ⋮ Jump-detection-based estimation in time-varying coefficient models and empirical applications ⋮ Non-parametric comparison and classification of two large-scale populations ⋮ Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions ⋮ Semiparametric jump-preserving estimation for single-index models ⋮ Estimation and test of jump discontinuities in varying coefficient models with empirical applications ⋮ Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models ⋮ Semiparametric transition models ⋮ Bootstrap bandwidth selection in time-varying coefficient models with jumps

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