Flexible generalized varying coefficient regression models

DOI10.1214/12-AOS1026zbMath1257.62040arXiv1210.4711OpenAlexW2023084155MaRDI QIDQ126898

Byeong U. Park, Young K. Lee, Enno Mammen, M. C. Fu

Publication date: 1 June 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.4711

zbMATH Keywords

entropyintegral equationvarying coefficient modelsHilbert spacekernel smoothingprojectionquasi-likelihoodNewton-Raphson approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (30)

Locally polynomial Hilbertian additive regression ⋮ Nonparametric estimation of bivariate additive models ⋮ Nonparametric multiplicative heteroscedasticity in multi-dimensional regression ⋮ Time-dynamic varying coefficient models for longitudinal data ⋮ Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates ⋮ Generalized partially linear varying coefficient models with multiple smoothing variables ⋮ Further theoretical and practical insight to the do-validated bandwidth selector ⋮ Component selection in additive quantile regression models ⋮ Varying Coefficient Regression Models: A Review and New Developments ⋮ Hilbertian additive regression with parametric help ⋮ Fast robust feature screening for ultrahigh-dimensional varying coefficient models ⋮ Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables ⋮ Nonparametric regression with parametric help ⋮ Varying coefficient models having different smoothing variables with randomly censored data ⋮ Additive regression with Hilbertian responses ⋮ Additive Functional Regression for Densities as Responses ⋮ Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates ⋮ Conditional variance estimation via nonparametric generalized additive models ⋮ Penalized spline estimation in varying coefficient models with censored data ⋮ wsbackfit ⋮ Smooth backfitting for errors-in-variables additive models ⋮ Additive regression for predictors of various natures and possibly incomplete Hilbertian responses ⋮ Additive regression for non-Euclidean responses and predictors ⋮ Smooth backfitting for errors-in-variables varying coefficient regression models ⋮ Classical Backfitting for Smooth-Backfitting Additive Models ⋮ Penalized kernel quantile regression for varying coefficient models ⋮ Estimation of functional-coefficient autoregressive models with measurement error ⋮ Asymptotics for in-sample density forecasting ⋮ Modeling heterogeneous treatment effects in the presence of endogeneity ⋮ Sparse high-dimensional varying coefficient model: nonasymptotic minimax study

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