Adaptive estimation for varying coefficient models
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Publication:2348441
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Cites work
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- Efficient estimation in semiparametric GARCH models
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- Generalized likelihood ratio statistics and Wilks phenomenon
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- Kernel Density-Based Linear Regression Estimate
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- Semiparametric inference with kernel likelihood
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Cited in
(17)- Efficient estimation of adaptive varying-coefficient partially linear regression model
- Two step estimations for a single-index varying-coefficient model with longitudinal data
- Adaptive covariance estimation with model selection
- Adaptive estimation in multivariate response regression with hidden variables
- Robust MAVE through nonconvex penalized regression
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
- Multiple-model estimation with variable structure. II: Model-set adaptation
- Adaptive jump-preserving estimates in varying-coefficient models
- Robust linear regression: A review and comparison
- Robust estimation and outlier detection for varying-coefficient models via penalized regression
- Adaptive estimation for varying coefficient models with nonstationary covariates
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form
- Estimation in single-index varying-coefficient panel data model
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
- Automatic variable selection for semiparametric spatial autoregressive model
- Automatic structure identification of semiparametric spatial autoregressive model based on smooth-threshold estimating equation
- Varying Coefficient Model via Adaptive Spline Fitting
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