Local Walsh-average regression for semiparametric varying-coefficient models

DOI10.1016/J.SPL.2012.05.028zbMath1348.62147OpenAlexW1990668310MaRDI QIDQ451164

Zhaojun Wang, Suoping Shang, Changliang Zou

Publication date: 21 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.028

zbMATH Keywords

asymptotic efficiencylocal linear regressionrobust nonparametric regressionsemiparametric composite quantile estimatorWalsh-average

Mathematics Subject Classification ID

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

Related Items (10)

Quantile regression estimation for distortion measurement error data ⋮ 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 ⋮ Semiparametric quantile estimation for varying coefficient partially linear measurement errors models ⋮ Local Walsh-average regression for single index varying coefficient models ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Local rank estimation and related test for varying-coefficient partially linear models ⋮ Local Walsh-average-based estimation and variable selection for single-index models ⋮ Walsh-average based variable selection for varying coefficient models ⋮ Robust comparison of regression curves

Uses Software

• SemiPar

Cites Work

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• Local polynomial fitting in semivarying coefficient model
• Local Walsh-average regression
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• Statistical estimation in varying coefficient models
• Variable bandwidth selection in varying-coefficient models
• Weighted empirical processes in dynamic nonlinear models.
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Local Rank Inference for Varying Coefficient Models
• Semiparametric Regression
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Estimates of Location Based on Rank Tests

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