Estimation and inference of semi-varying coefficient models with heteroscedastic errors
From MaRDI portal
Recommendations
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
- Statistical inference for heteroscedastic semi-varying coefficient EV models
- Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models
Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- Asymptotic properties of backfitting estimators for partially linear varying coefficients models
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Influence diagnostics in partially varying-coefficient models
- Local polynomial fitting in semivarying coefficient model
- Nonparametric smoothing and lack-of-fit tests
- On inference for a semiparametric partially linear regression model with serially correlated errors
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Statistical inference in partially time-varying coefficient models
- Statistical inference of partially linear regression models with heteroscedastic errors
- The asymptotic normality of profile least-squares estimation on semivarying coefficients model
- Variable selection for semiparametric varying coefficient partially linear models
- Wavelet estimation in varying-coefficient partially linear regression models
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(20)- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Robust structure identification and variable selection in partial linear varying coefficient models
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors
- scientific article; zbMATH DE number 5952274 (Why is no real title available?)
- Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators
- Semivarying coefficient least-squares support vector regression for analyzing high-dimensional gene-environmental data
- Estimation in partial linear model with spline modal function
- Bivariate functional patterns of lifetime medicare costs among ESRD patients
- Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data
- Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
- Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample
- Averaged and integrated estimations of varying-coefficient regression models with dependent observations
- Statistical inference for heteroscedastic semi-varying coefficient EV models
- Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition
- Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
- Estimation of semi-varying coefficient models with nonstationary regressors
- Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
This page was built for publication: Estimation and inference of semi-varying coefficient models with heteroscedastic errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q392053)