SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL

DOI10.1017/S0266466609090604zbMath1186.62134WikidataQ61865763 ScholiaQ61865763MaRDI QIDQ5187621

Lijian Yang, Rong Liu

Publication date: 26 February 2010

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (23)

Simultaneous inference for the mean function based on dense functional data ⋮ Globally consistent model selection in semi-parametric additive coefficient models ⋮ Spurious functional-coefficient regression models and robust inference with marginal integration ⋮ Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection ⋮ A plug-in the number of knots selector for polynomial spline regression ⋮ Oracally Efficient Two-Step Estimation of Generalized Additive Model ⋮ Empirical likelihood inference for generalized additive partially linear models ⋮ Statistical inference for generalized additive partially linear models ⋮ Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates ⋮ Quantile regression for additive coefficient models in high dimensions ⋮ Constrained polynomial spline estimation of monotone additive models ⋮ A fusion learning method to subgroup analysis of Alzheimer's disease ⋮ Oracally efficient estimation for single-index link function with simultaneous confidence band ⋮ Additive models for extremal quantile regression with Pareto-type distributions ⋮ Determination of linear components in additive models ⋮ Efficient estimation of longitudinal data additive varying coefficient regression models ⋮ Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors ⋮ Two-step estimation of time-varying additive model for locally stationary time series ⋮ Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes ⋮ Variable selection for additive model via cumulative ratios of empirical strengths total ⋮ Estimation of shape constrained additive models with missing response at random ⋮ A simultaneous confidence corridor for varying coefficient regression with sparse functional data ⋮ Specification and structural break tests for additive models with applications to realized variance data

Cites Work

• Unnamed Item
• Additive regression and other nonparametric models
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Functional ANOVA models for generalized regression
• Derivative estimation and testing in generalized additive models
• Projection estimation in multiple regression with application to functional ANOVA models
• Nonparametric estimation of an additive model with a link function
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model
• Estimation of semi-parametric additive coefficient model
• Rate optimal estimation with the integration method in the presence of many covariates
• Miscellanea. Efficient estimation of additive nonparametric regression models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Identification of Non-Linear Additive Autoregressive Models
• Smooth Backfitting in Practice
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Functional-Coefficient Autoregressive Models
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• Nonparametric Autoregression with Multiplicative Volatility and Additive mean
• Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration

This page was built for publication: SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL