Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
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Publication:5222451
DOI10.1080/00949655.2015.1092539OpenAlexW2222723247MaRDI QIDQ5222451
Si-Lian Shen, Jian-Ling Cui, Chun-Wei Wang
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1092539
Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20)
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- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional-Coefficient Autoregressive Models
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