Penalized Spline Estimation for Varying-Coefficient Models

DOI10.1080/03610920801931887zbMath1143.62023OpenAlexW2024378992MaRDI QIDQ3526079

Ri-quan Zhang, Yiqiang Lu, Li-ping Zhu

Publication date: 24 September 2008

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

Full work available at URL: https://doi.org/10.1080/03610920801931887

zbMATH Keywords

smoothing parameter estimationvarying-coefficient modelspenalized splinegeneralized cross validation (GCV)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

Semiparametric Regression Using Variational Approximations ⋮ Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data ⋮ Tree-structured modelling of varying coefficients ⋮ Regularization and model selection with categorical predictors and effect modifiers in generalized linear models

Cites Work

• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Statistical estimation in varying coefficient models
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model
• Minimizing GCV/GML Scores with Multiple Smoothing Parameters via the Newton Method
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Functional-Coefficient Autoregressive Models
• Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models

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