Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model

DOI10.1081/STA-120029828zbMath1114.62318OpenAlexW2095531666MaRDI QIDQ3155315

Shisong Mao, Yiqiang Lu

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120029828

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Smoothing spline estimation of generalised varying-coefficient mixed model ⋮ Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations ⋮ Penalized Spline Estimation for Varying-Coefficient Models ⋮ Incorporating Marginal Covariate Information in a Nonparametric Regression Model for a Sample of R×C Tables ⋮ New efficient spline estimation for varying-coefficient models with two-step knot number selection

Cites Work

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• Bivariate tensor-product \(B\)-splines in a partly linear model
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• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• Efficient Estimation and Inferences for Varying-Coefficient Models

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