Semiparametric partially linear varying coefficient modal regression

DOI10.1016/j.jeconom.2022.09.002OpenAlexW4307170857MaRDI QIDQ6108288

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Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.09.002

zbMATH Keywords

goodness-of-fit testmodal regressionoracle propertypartially linear varying coefficientMEM algorithm

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Nonlinear kernel mode‐based regression for dependent data

Cites Work

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• Functional-Coefficient Regression Models for Nonlinear Time Series
• A Statistical Learning Approach to Modal Regression
• Bandwidth selection for nonparametric modal regression
• Semi‐linear mode regression
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression

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