Estimation and inference of semi-varying coefficient models with heteroscedastic errors

DOI10.1016/j.jmva.2013.10.010zbMath1278.62032OpenAlexW2009071382MaRDI QIDQ392053

Jian-Ling Cui, Chang-Lin Mei, Chun-Wei Wang, Si-Lian Shen

Publication date: 13 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.10.010

zbMATH Keywords

heteroscedasticitylocal linear smoothingre-weighting estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Point estimation (62F10)

Related Items (11)

Semivarying coefficient least-squares support vector regression for analyzing high-dimensional gene-environmental data ⋮ Robust structure identification and variable selection in partial linear varying coefficient models ⋮ Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model ⋮ Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors ⋮ Estimation in partial linear model with spline modal function ⋮ Statistical inference for heteroscedastic semi-varying coefficient EV models ⋮ Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition ⋮ Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators ⋮ Averaged and integrated estimations of varying-coefficient regression models with dependent observations ⋮ Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors ⋮ Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models

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