Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method

DOI10.1016/j.cam.2016.01.038zbMath1381.62229OpenAlexW2258317305MaRDI QIDQ268292

Hu Yang, Jing Yang

Publication date: 14 April 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.01.038

zbMATH Keywords

estimating equationsvariable selectionoracle propertyorthogonality-projectionvarying coefficient partially nonlinear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) General nonlinear regression (62J02)

Related Items (14)

Empirical likelihood for varying coefficient partially nonlinear model with missing responses ⋮ Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates ⋮ Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data ⋮ Statistical inferences for varying coefficient partially non linear model with missing covariates ⋮ A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data ⋮ Estimation and inference for varying coefficient partially nonlinear errors-in-variables models ⋮ Instrumental variable based variable selection for generalized linear models with endogenous covariates ⋮ A new orthogonality-based estimation for varying-coefficient partially linear models ⋮ Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models ⋮ Quantile regression for robust inference on varying coefficient partially nonlinear models ⋮ Robust estimation for the varying coefficient partially nonlinear models ⋮ Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression ⋮ Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random ⋮ QR decomposition based orthogonality estimation for partially linear models with longitudinal data

Uses Software

• Arc_Mat

Cites Work

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