Estimation in generalised varying-coefficient models with unspecified link functions
From MaRDI portal
Recommendations
- Generalized varying coefficient models with unknown link function
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
- scientific article; zbMATH DE number 7234047
- Flexible generalized varying coefficient regression models
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 2135362 (Why is no real title available?)
- scientific article; zbMATH DE number 1833046 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- A semiparametric model for cluster data
- A semiparametric threshold model for censored longitudinal data analysis
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- Adapting for the missing link
- An Adaptive Estimation of Dimension Reduction Space
- Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Efficient estimation for semivarying-coefficient models
- Estimation of the covariance matrix of random effects in longitudinal studies
- Generalized Partially Linear Single-Index Models
- Generalized linear models with unknown link functions
- Generalized varying coefficient models with unknown link function
- Goodness of Link Tests for Generalized Linear Models
- Identification of the constant components in generalised semivarying coefficient models by cross-validation
- Local Maximum Likelihood Estimation and Inference
- Local polynomial fitting in semivarying coefficient model
- Local rank inference for varying coefficient models
- Maximum penalized likelihood estimation. Vol. 1: Density estimation
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Semi-parametric estimation of partially linear single-index models
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Statistical estimation in generalized multiparameter likelihood models
- Statistical estimation in varying coefficient models
- Trending time-varying coefficient time series models with serially correlated errors
- Variable selection in semiparametric regression modeling
- Weak and strong uniform consistency of kernel regression estimates
- Weak convergence and empirical processes. With applications to statistics
Cited in
(12)- SiZer inference for generalized varying coefficient models
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- Semiparametric model for covariance regression analysis
- Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models
- Generalized varying coefficient models with unknown link function
- Efficient estimation and computation for the generalised additive models with unknown link function
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Quantile regression of dynamic single index varying coefficient models
- The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors
- Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data
- Robust MAVE for single-index varying-coefficient models
This page was built for publication: Estimation in generalised varying-coefficient models with unspecified link functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q494394)