Variable bandwidth selection in varying-coefficient models

DOI10.1006/JMVA.1999.1883zbMATH Open0969.62032OpenAlexW2020226329MaRDI QIDQ1582633FDOQ1582633

Authors: Wenyang Zhang, Sik Lee 

Publication date: 15 October 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1883

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zbMATH Keywords

asymptotic normalitylocal polynomial fittingvarying-coefficient modelsrelative errorconditional variancedata-driven bandwidth selectionassessment of conditional bias

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited In (33)

• Semiparametric residuals and analysis for a scleroderma clinical trial
• Discussion
• Analysis of failure time using threshold regression with semi-parametric varying coefficients
• Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
• 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
• L₁-estimation for varying coefficient models
• Double-smoothing 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
• The consistency of variable bandwidth local M-estimators of varying coefficient models
• Componentwise estimation of varying coefficient models
• Quantile regression in varying coefficient models.
• Local Walsh-average regression for semiparametric varying-coefficient models
• Componentwise B-spline estimation for varying coefficient models with longitudinal data
• 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
• Varying Coefficient Regression Models: A Review and New Developments
• Estimation in covariate-adjusted regression
• Reproducing kernels and variable bandwidth
• Adaptive Varying-Coefficient Linear Models
• Adaptive estimation for varying coefficient 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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