Reducing component estimation for varying coefficient models

DOI10.1080/02331880701580079zbMath1148.62016OpenAlexW2012468787MaRDI QIDQ3525833

Tang Qingguo, Wang Jinde

Publication date: 18 September 2008

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701580079

zbMATH Keywords

asymptotic normalitysmoothnessoptimal convergence ratevarying coefficient modelreducing component estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Two-step likelihood estimation procedure for varying-coefficient models
• Optimal rates of convergence for nonparametric estimators
• Asymptotic theory of nonlinear least squares estimation
• Statistical estimation in varying coefficient models
• Variable bandwidth selection in varying-coefficient models
• Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
• Efficient estimation for semivarying-coefficient models
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• On model diagnostics using varying coefficient models
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Adaptive Varying-Coefficient Linear Models
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Smoothing Spline Estimation in Varying-Coefficient Models
• L₁-estimation for varying coefficient models

This page was built for publication: Reducing component estimation for varying coefficient models