Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
From MaRDI portal
Publication:1663270
DOI10.1016/J.CSDA.2015.03.018zbMATH Open1468.62237OpenAlexW2090280380MaRDI QIDQ1663270FDOQ1663270
Yanyong Zhao, Xu-Guo Ye, Pei-Rong Xu, Jinguan Lin
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.03.018
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Finite-Sample Variance of Local Polynomials: Analysis and Solutions
- An Effective Bandwidth Selector for Local Least Squares Regression
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Statistical estimation in varying coefficient models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Efficient Estimation and Inferences for Varying-Coefficient Models
- One-step Local Quasi-likelihood Estimation
- Statistical methods with varying coefficient models
- Variable selection for semiparametric varying coefficient partially linear models
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Weak and strong uniform consistency of kernel regression estimates
- Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
- Statistical inference of partially linear regression models with heteroscedastic errors
- Trending time-varying coefficient time series models with serially correlated errors
- Adaptive semi-varying coefficient model selection
- An Orthogonality-Based Estimation of Moments for Linear Mixed Models
- Efficient estimation for semivarying-coefficient models
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors
- Local polynomial fitting in semivarying coefficient model
- Bayesian hypothesis testing in latent variable models
- A partial spline approach for semiparametric estimation of varying-coefficient partially linear models
- Goodness-of-fit testing for varying-coefficient models
- Efficient estimation of a semiparametric partially linear varying coefficient model
- A new approach to Bayesian hypothesis testing
- Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors
- Influence diagnostics and outlier tests for varying coefficient mixed models
- Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
Cited In (12)
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Fast inference for semi-varying coefficient models via local averaging
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
- Adaptive jump-preserving estimates in varying-coefficient models
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications
- Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
This page was built for publication: Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663270)