On a Principal Varying Coefficient Model

DOI10.1080/01621459.2012.736904OpenAlexW1998494541MaRDI QIDQ4916942

Hansheng Wang, Guo-Hua Jiang, Yingcun Xia, Qian Jiang

Publication date: 26 April 2013

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

Full work available at URL: https://doi.org/10.1080/01621459.2012.736904

zbMATH Keywords

local linear estimatorprincipal functionprofile least-squares estimation\(L_1\) penaltysemivarying coefficient model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (12)

Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression ⋮ Structure identification in panel data analysis ⋮ A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction ⋮ Principal single-index varying-coefficient models for dimension reduction in quantile regression ⋮ Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients ⋮ Estimation of a rank-reduced functional-coefficient panel data model with serial correlation ⋮ Principal varying coefficient estimator for high-dimensional models ⋮ Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates ⋮ Using a latent variable model with non-constant factor loadings to examine PM_2.5 constituents related to secondary inorganic aerosols ⋮ From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas ⋮ High-dimensional quantile varying-coefficient models with dimension reduction ⋮ Nonparametric homogeneity pursuit in functional-coefficient models

Uses Software

• gamair

Cites Work

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• Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
• Forecasting Using Principal Components From a Large Number of Predictors
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Smoothing Spline Estimation in Varying-Coefficient Models
• Backfitting Random Varying-Coefficient Models with Time-Dependent Smoothing Covariates
• Adaptive Lasso for Cox's proportional hazards model
• Inferential Theory for Factor Models of Large Dimensions
• Nonparametric Inferences for Additive Models

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