Adaptive jump-preserving estimates in varying-coefficient models
DOI10.1016/J.JMVA.2016.03.005zbMATH Open1338.62122OpenAlexW2334917271MaRDI QIDQ290702FDOQ290702
Xing-Fang Huang, Jinguan Lin, Yanyong Zhao, Hongxia Wang
Publication date: 3 June 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.03.005
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asymptotic propertiesvarying-coefficient modelslocal linear smoothingadaptive jump-preserving estimation
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Cites Work
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Cited In (12)
- 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
- 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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