Local likelihood estimation in varying-coefficient models including additive bias correction

DOI10.1080/10485250008832812zbMath0945.62044OpenAlexW2023221924MaRDI QIDQ4485007

Gerhard Tutz, Göran Kauermann

Publication date: 3 October 2000

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250008832812

zbMATH Keywords

smoothingbias correctionvarying coefficientslocal likelihood estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Related Items

The analysis of ordered categorical data: An overview and a survey of recent developments. (With discussion), Nonparametric models and their estimation, Varying Coefficient Regression Models: A Review and New Developments, Quantile regression in varying coefficient models., Generalized linear random effects models with varying coefficients, Generalized semiparametrically structured mixed models, On a small sample adjustment for the profile score function in semiparametric smoothing models, Tree-structured modelling of varying coefficients, Generalized Semiparametrically Structured Ordinal Models, Regularization and model selection with categorical predictors and effect modifiers in generalized linear models

Uses Software

• Fahrmeir

Cites Work

• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Generalized jackknifing and higher order kernels
• Dynamic modelling and penalized likelihood estimation for discrete time survival data
• Bias reduction of maximum likelihood estimates
• On Non-Parametric Estimates of Density Functions and Regression Curves
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