Adaptive estimation for varying coefficient models
From MaRDI portal
Publication:2348441
DOI10.1016/j.jmva.2015.01.017zbMath1329.62196MaRDI QIDQ2348441
Yixin Chen, Weixin Yao, Qin Wang
Publication date: 12 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.017
EM algorithm; varying coefficient models; kernel smoothing; adaptive estimation; local maximum likelihood
62G08: Nonparametric regression and quantile regression
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62G05: Nonparametric estimation
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