On two-step estimation for varying coefficient models

DOI10.1016/J.JKSS.2013.08.001zbMath1294.62086OpenAlexW2036843145MaRDI QIDQ395924

Young Kyung Lee

Publication date: 7 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2013.08.001

zbMATH Keywords

varying coefficient modelskernel smoothinglocal polynomial regressionbandwidth selectors

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Projection-type estimation for varying coefficient regression models
• Statistical methods with varying coefficient models
• Two-step likelihood estimation procedure for varying-coefficient models
• Statistical estimation in varying coefficient models
• Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration

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