Local Rank Inference for Varying Coefficient Models

DOI10.1198/jasa.2009.tm09055zbMath1205.62092OpenAlexW1975483936WikidataQ34011645 ScholiaQ34011645MaRDI QIDQ3069894

Lan Wang, Bo Kai, Run-Ze Li

Publication date: 1 February 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2908045

zbMATH Keywords

asymptotic relative efficiencylocal ranklocal linear regressionvarying coefficient model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

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Uses Software

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