Projection-type estimation for varying coefficient regression models

DOI10.3150/10-BEJ331zbMath1291.62089arXiv1203.0403OpenAlexW3104007734MaRDI QIDQ408095

J. Herrera, H. S. Yoon

Publication date: 29 March 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0403

zbMATH Keywords

varying coefficient modelskernel smoothinglocal polynomial regressionsmooth backfittingoracle propertiesmarginal integration

Mathematics Subject Classification ID

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

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