Varying-coefficient single-index model

DOI10.1016/j.csda.2007.04.008zbMath1452.62296OpenAlexW1988809278MaRDI QIDQ1023472

Heung Wong, Ri-quan Zhang, Wai-Cheung Ip

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.04.008

zbMATH Keywords

asymptotic theorypartially linear single-index modellocal linear methodaverage methodback-fitting techniquesemivarying-coefficient model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (34)

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Uses Software

• KernSmooth

Cites Work

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• Local polynomial fitting in semivarying coefficient model
• Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
• Multivariate adaptive regression splines
• Polynomial splines and their tensor products in extended linear modeling. (With discussions)
• Optimal smoothing in single-index models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Generalized Partially Linear Single-Index Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Adaptive Varying-Coefficient Linear Models
• Functional-Coefficient Autoregressive Models
• On extended partially linear single-index models
• Integrated Estimation of Functional-Coefficient Regression Models with Different Smoothing Variables

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