Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models

DOI10.5705/SS.202019.0467MaRDI QIDQ6039860zbMATH OpenOpenAlexFDO

Authors Xin Guan, Hua Liu, Jinhong You, Yong Zhou

Publication date 23 May 2023

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202019.0467

zbMATH Keywords

interaction effectsingle-index varying-coefficient regression modelspline approximationvariable selection

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(13)

• Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
• Efficient estimation for the heteroscedastic single-index varying coefficient models
• A robust and efficient estimation method for single-index varying-coefficient models
• Statistical inference of time-varying single-index coefficient models for locally stationary time series
• Quantile regression of dynamic single index varying coefficient models
• Calibrated empirical likelihood for single-index varying coefficient spatial autoregressive models
• The dynamic interplay of clan culture and socioeconomic factors on fertility: evidence from China
• Quantile Regression and Homogeneity Identification of a Semiparametric Panel Data Model
• Rank regression estimation for dynamic single index varying coefficient models
• Robust estimation for dynamic single index varying coefficient models
• Functional index coefficient models for locally stationary time series
• Calibrated penalty based variable selection for partially linear single-index varying coefficient spatial autoregressive models
• Statistical inference for a single-index varying-coefficient model

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