Adaptive jump-preserving estimates in varying-coefficient models
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- L1-estimation for varying coefficient models
- A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Functional-Coefficient Autoregressive Models
- Jump-preserving regression and smoothing using local linear fitting: a compromise
- Nonparametric estimation of structural change points in volatility models for time series
- Nonparametric inference on structural breaks
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Robust variable selection for the varying coefficient model based on composite \(L_1\)-\(L_2\) regression
- Shrinkage estimation of the varying coefficient model
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Statistical estimation in varying coefficient models
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Statistical methods with varying coefficient models
- Trending time-varying coefficient time series models with serially correlated errors
- Variable selection for varying coefficient models with measurement errors
- Variable selection in quantile varying coefficient models with longitudinal data
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(14)- Semiparametric transition models
- Adaptive semiparametric estimation for single index models with jumps
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Adaptive estimation for varying coefficient models with nonstationary covariates
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications
- Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions
- Non-parametric comparison and classification of two large-scale populations
- Bootstrap bandwidth selection in time-varying coefficient models with jumps
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Jump-preserving profiled local linear estimation for partial linear models
- Jump-preserving estimation for the discontinuous link function in a single-index multiplicative model
- Adaptive estimation for varying coefficient models
- Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function
- Semiparametric jump-preserving estimation for single-index models
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