Local rank estimation and related test for varying-coefficient partially linear models

DOI10.1080/10485252.2013.841910zbMath1359.62111OpenAlexW2034459503MaRDI QIDQ5419461

Lu Lin, Jing Sun

Publication date: 6 June 2014

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

Full work available at URL: https://doi.org/10.1080/10485252.2013.841910

zbMATH Keywords

asymptotic efficiencytestvarying-coefficient partially linear modellocal rank estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (14)

Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method ⋮ Robust structure identification and variable selection in partial linear varying coefficient models ⋮ Rank method for partial functional linear regression models ⋮ Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression ⋮ Statistical inference on asymptotic properties of two estimators for the partially linear single-index models ⋮ B-spline estimation for partially linear varying coefficient composite quantile regression models ⋮ Rank-based estimation in varying coefficient partially functional linear regression models ⋮ Estimation in partial linear model with spline modal function ⋮ Rank-based test for partial functional linear regression models ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression ⋮ Spline estimator for ultra-high dimensional partially linear varying coefficient models ⋮ Rank-based shrinkage estimation for identification in semiparametric additive models ⋮ Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data

Cites Work

• Local Walsh-average regression for semiparametric varying-coefficient models
• Local polynomial fitting in semivarying coefficient model
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• Local Walsh-average regression
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Quantile regression with varying coefficients
• Early sample measures of variability.
• Statistical estimation in varying coefficient models
• Variable bandwidth selection in varying-coefficient models
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Robust analysis of linear models
• Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
• Local Rank Inference for Varying Coefficient Models
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• Efficient estimation for semivarying-coefficient models
• Semiparametric Regression
• Robust Nonparametric Statistical Methods

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