Statistical estimation in varying coefficient models

DOI10.1214/AOS/1017939139zbMath0977.62039OpenAlexW2086680598MaRDI QIDQ1578274

Wenyang Zhang, Jianqing Fan

Publication date: 24 January 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1017939139

zbMATH Keywords

varying coefficient modelsoptimal rate of convergencelocal linear fitmean-squared errors

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Related Items (only showing first 100 items - show all)

AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories ⋮ Robust estimation and outlier detection for varying-coefficient models via penalized regression ⋮ An Adaptive Estimation of Dimension Reduction Space ⋮ Two-stage local rank estimation for generalised partially linear varying-coefficient models ⋮ Nonparametric estimation of a time-varying GARCH model ⋮ B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data ⋮ The connection between cross-validation and Akaike information criterion in a semiparametric family ⋮ Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression ⋮ Statistical inference for varying-coefficient models with error-prone covariates ⋮ Sparse reduced-rank regression for multivariate varying-coefficient models ⋮ High-dimensional Varying Index Coefficient Quantile Regression Model ⋮ Smoothing Spline Estimation in Varying-Coefficient Models ⋮ Nonparametric Multistep-Ahead Prediction in Time Series Analysis ⋮ A study on geographically weighted spatial autoregression models with spatial autoregressive disturbances ⋮ The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors ⋮ A New Functional Estimation Procedure for Varying Coefficient Models ⋮ Consistency of Ridge Function Fields for Varying Nonparametric Regression ⋮ Estimation in single-index varying-coefficient panel data model ⋮ Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data ⋮ Variational inference for varying-coefficient model ⋮ Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient ⋮ Single-index relative error regression models ⋮ Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models ⋮ Time-varying coefficient model estimation through radial basis functions ⋮ Simultaneous variable selection and structural identification for time‐varying coefficient models ⋮ Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling ⋮ Censored quantile regression model with time‐varying covariates under length‐biased sampling ⋮ Efficient estimation in varying coefficient regression models ⋮ Regression analysis of multivariate current status data under a varying coefficients additive hazards frailty model ⋮ Varying Coefficient Regression Models: A Review and New Developments ⋮ A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series ⋮ Robust and sparse learning of varying coefficient models with high-dimensional features ⋮ Varying‐coefficient regression analysis for pooled biomonitoring ⋮ Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models ⋮ Empirical likelihood and estimation in single-index varying-coefficient models with censored data ⋮ Wavelet-L₁-estimation for non parametric location-scale models under a general dependence framework ⋮ Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data ⋮ Principal single-index varying-coefficient models for dimension reduction in quantile regression ⋮ Bayesian modelling of time-varying conditional heteroscedasticity ⋮ Quantile varying-coefficient structural equation model ⋮ LOCAL PARTITIONED QUANTILE REGRESSION ⋮ Dynamic modeling for multivariate functional and longitudinal data ⋮ Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients ⋮ Heterogeneity in general multinomial choice models ⋮ Unnamed Item ⋮ Testing specification of distribution in stochastic frontier analysis ⋮ Empirical likelihood ratio tests for non-nested model selection based on predictive losses ⋮ Reducing component estimation for varying coefficient models ⋮ Penalized Spline Estimation for Varying-Coefficient Models ⋮ Robust variable selection for the varying coefficient model based on compositeL₁–L₂regression ⋮ M-estimation and B-spline approximation for varying coefficient models with longitudinal data ⋮ An alternative circular smoothing method to nonparametric estimation of periodic functions ⋮ Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach ⋮ Incorporating Marginal Covariate Information in a Nonparametric Regression Model for a Sample of R×C Tables ⋮ Testing for constancy in varying coefficient models ⋮ Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model ⋮ Landmark Prediction of Long-Term Survival Incorporating Short-Term Event Time Information ⋮ Estimation of the error distribution in a varying coefficient regression model ⋮ On a Principal Varying Coefficient Model ⋮ Local rank estimation and related test for varying-coefficient partially linear models ⋮ UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION ⋮ Testing for Linear Regression Relationships in Randomly Right-Censored Varying-Coefficient Models ⋮ Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong ⋮ Linear regression models with multiplicative distortions under new identifiability conditions ⋮ Functional-coefficient regression model and its estimation ⋮ Principal varying coefficient estimator for high-dimensional models ⋮ A goodness-of-fit test for a varying-coefficients model in longitudinal studies ⋮ Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data ⋮ Regularization and model selection with categorical predictors and effect modifiers in generalized linear models ⋮ Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study ⋮ Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors ⋮ L₁-estimation for varying coefficient models ⋮ Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities ⋮ Integrated Estimation of Functional-Coefficient Regression Models with Different Smoothing Variables ⋮ Semiparametric Residuals and Analysis for a Scleroderma Clinical Trial ⋮ Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function ⋮ Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes ⋮ Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data ⋮ Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model ⋮ Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood ⋮ Functional coefficient time series models with trending regressors ⋮ Semiparametric transition models ⋮ Functional linear models for interval-valued data ⋮ A comparison of parameter estimation in function-on-function regression ⋮ Structural identification and variable selection in high-dimensional varying-coefficient models ⋮ Tail index varying coefficient model ⋮ Nonparametric homogeneity pursuit in functional-coefficient models ⋮ Learning models with uniform performance via distributionally robust optimization ⋮ Conditional distance correlation screening for sparse ultrahigh-dimensional models ⋮ Regularization and model selection for quantile varying coefficient model with categorical effect modifiers ⋮ Domain selection for the varying coefficient model via local polynomial regression ⋮ Hypothesis testing of varying coefficients for regional quantiles ⋮ Fast inference for semi-varying coefficient models via local averaging ⋮ A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model ⋮ Adaptive jump-preserving estimates in varying-coefficient models ⋮ A semiparametric model for cluster data ⋮ A partially linear framework for massive heterogeneous data ⋮ Profile likelihood inferences on semiparametric varying-coefficient partially linear models ⋮ Automatic variable selection for varying coefficient models with longitudinal data ⋮ Gradient-based structural change detection for nonstationary time series M-estimation

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate adaptive regression splines
• Polynomial splines and their tensor products in extended linear modeling. (With discussions)
• Direct estimation of low-dimensional components in additive models.
• An Effective Bandwidth Selector for Local Least Squares Regression
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Weak and strong uniform consistency of kernel regression estimates
• Sliced Inverse Regression for Dimension Reduction
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Generalized Partially Linear Single-Index Models
• Characterizing Selection Bias Using Experimental Data
• Functional-Coefficient Autoregressive Models

This page was built for publication: Statistical estimation in varying coefficient models