Penalized spline estimation for functional coefficient regression models

DOI10.1016/J.CSDA.2009.09.036zbMath1464.62035DBLPjournals/csda/CaoLWY10OpenAlexW2057466912WikidataQ34822831 ScholiaQ34822831MaRDI QIDQ962336

Yanrong Cao, Tracy Zhou Wu, Haiqun Lin, Yan Yu

Publication date: 6 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3080050

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)

Related Items (5)

Optimum smoothing parameter selection for penalized least squares in form of linear mixed effect models ⋮ High-dimensional black-box optimization under uncertainty ⋮ Forecasting in nonlinear univariate time series using penalized splines ⋮ Single-index coefficient models for nonlinear time series ⋮ Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood

Uses Software

• SemiPar

Cites Work

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