Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method

DOI10.1007/S00180-015-0579-5zbMath1342.65078OpenAlexW2081281326MaRDI QIDQ736590

Jin-Guan Lin, Xing-Fang Huang, Yan-Yong Zhao

Publication date: 4 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-015-0579-5

zbMATH Keywords

local polynomial regressionnonparametric estimationgeneralized varying-coefficient modelsweighted quasi-likelihood

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05)

Related Items (1)

Estimation and inference for generalized semi-varying coefficient models

Cites Work

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• Functional-Coefficient Regression Models for Nonlinear Time Series
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• One-step Local Quasi-likelihood Estimation
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
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