On two-step estimation for varying coefficient models

DOI10.1016/J.JKSS.2013.08.001MaRDI QIDQ395924zbMATH OpenOpenAlexFDO

Authors Young Kyung Lee

Publication date 7 August 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2013.08.001

zbMATH Keywords

kernel smoothingvarying coefficient modelslocal polynomial regressionbandwidth selectors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Statistical estimation in varying coefficient models
• Varying-coefficients regression models with different smoothing variables
• Two-step likelihood estimation procedure for varying-coefficient models
• Estimation on semivarying coefficient models with different degrees of smoothness
• One-step estimation for varying coefficient models

Cites work

• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
• Projection-type estimation for varying coefficient regression models
• Statistical estimation in varying coefficient models
• Statistical methods with varying coefficient models
• Two-step likelihood estimation procedure for varying-coefficient models

Cited in

(7)

• Two-step likelihood estimation procedure for varying-coefficient models
• A two-step smoothing method for varying-coefficient models with repeated measurements
• New efficient spline estimation for varying-coefficient models with two-step knot number selection
• One step kernel smoothing estimation of coefficient functions for varying-coefficients EV models
• Two-step smoothing estimation of the time-variant parameter with application to temperature data
• Estimateur de Richardson à pas variable
• One-step estimation for varying coefficients models with unknown functions of different degrees of smoothness

This page was built for publication: On two-step estimation for varying coefficient models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q395924)