Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity

DOI10.1007/s00362-023-01447-8zbMATH Open1541.62165MaRDI QIDQ6579382

Zhang, Lixin, Xianwen Sun

Publication date: 25 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationprediction errormultiplicative heteroscedasticitymodel averagingB-spline smoothingnonparametric varying-coefficient models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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