Statistical methods with varying coefficient models

DOI10.4310/SII.2008.v1.n1.a15zbMath1230.62031WikidataQ43248883 ScholiaQ43248883MaRDI QIDQ660045

Wenyang Zhang, Jianqing Fan

Publication date: 25 January 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2008.v1.n1.a15

zbMATH Keywords

cross-validation; hypothesis test; exponential family; bandwidth selection; nonlinear time series; confidence band; longitudinal data analysis; generalized varying coefficient models; local maximum likelihood; Cox models; local linear modelling; local partial likelihood; semivarying coefficient models

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions

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