Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model

DOI10.1081/STA-120029828zbMath1114.62318MaRDI QIDQ3155315

Shisong Mao, Yiqiang Lu

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G20: Asymptotic properties of nonparametric inference

Related Items

New efficient spline estimation for varying-coefficient models with two-step knot number selection, Smoothing spline estimation of generalised varying-coefficient mixed model, Penalized Spline Estimation for Varying-Coefficient Models, Incorporating Marginal Covariate Information in a Nonparametric Regression Model for a Sample of R×C Tables

Cites Work

• Unnamed Item
• Asymptotic integrated mean square error using least squares and bias minimizing splines
• Local asymptotics for regression splines and confidence regions
• Bivariate tensor-product \(B\)-splines in a partly linear model
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• Efficient Estimation and Inferences for Varying-Coefficient Models