Efficient estimation for semivarying-coefficient models

DOI10.1093/BIOMET/91.3.661MaRDI QIDQ3429969zbMATH OpenOpenAlexFDO

Authors Yingcun Xia, Wenyang Zhang, Howell Tong

Publication date 20 March 2007

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/91.3.661

zbMATH Keywords

Efficient estimatorLocal linearSemivarying-coefficient modelStrong alpha-mixingVarying-coefficient model

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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• Robust adaptive estimation for semivarying coefficient models
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• Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study
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• Class-Distributed Learning for Multinomial Logistic Regression with High Dimensional Features and a Large Number of Classes
• Local polynomial fitting in semivarying coefficient model
• Bias correction estimation for partially linear varying coefficient spatial autoregressive panel model with fixed effects

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