Variable bandwidth selection in varying-coefficient models
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- A Brief Survey of Bandwidth Selection for Density Estimation
- An Effective Bandwidth Selector for Local Least Squares Regression
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Bayesian forecasting and dynamic models
- Biased and Unbiased Cross-Validation in Density Estimation
- Consistent nonparametric regression. Discussion
- Design-adaptive Nonparametric Regression
- Dynamic Generalized Linear Models and Bayesian Forecasting
- Functional-Coefficient Autoregressive Models
- Local linear regression smoothers and their minimax efficiencies
- Multivariate locally weighted least squares regression
- Multivariate locally weighted polynomial fitting and partial derivative estimation
- On Choosing a Delta-Sequence
- On Local Smoothing of Nonparametric Curve Estimators
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
- Statistical estimation in varying coefficient models
- Variable bandwidth and local linear regression smoothers
Cited in
(36)- Semiparametric residuals and analysis for a scleroderma clinical trial
- Efficient estimation for varying coefficient modal regression
- Discussion
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
- Analysis of failure time using threshold regression with semi-parametric varying coefficients
- Local rank estimation and related test for varying-coefficient partially linear models
- Domain selection for the varying coefficient model via local polynomial regression
- Variance estimation for semiparametric regression models by local averaging
- Local polynomial fitting in semivarying coefficient model
- Double-smoothing for varying coefficient models
- L1-estimation for varying coefficient models
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Two-stage local Walsh average estimation of generalized varying coefficient models
- Componentwise estimation of varying coefficient models
- The consistency of variable bandwidth local M-estimators of varying coefficient models
- Quantile regression in varying coefficient models.
- Bootstrap bandwidth selection in time-varying coefficient models with jumps
- Local Walsh-average regression for semiparametric varying-coefficient models
- Componentwise B-spline estimation for varying coefficient models with longitudinal data
- Dynamic statistical learning in massive datastreams
- New efficient spline estimation for varying-coefficient models with two-step knot number selection
- Local bilinear multiple-output quantile/depth regression
- Reducing component estimation for varying coefficient models
- Estimation and model selection in a class of semiparametric models for cluster data
- Functions of variable bandwidth via time-frequency analysis tools
- Estimation in covariate-adjusted regression
- Varying Coefficient Regression Models: A Review and New Developments
- Reproducing kernels and variable bandwidth
- Adaptive estimation for varying coefficient models
- Adaptive Varying-Coefficient Linear Models
- Optimal zone for bandwidth selection in semiparametric models
- Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
- Statistical inference for varying-coefficient models with error-prone covariates
- Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models
- Efficient estimation in varying coefficient regression models
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