Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors

DOI10.1080/00949655.2021.1914616MaRDI QIDQ3389653zbMATH OpenOpenAlexFDO

Authors

Publication date 23 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2021.1914616

zbMATH Keywords

heteroscedasticsemi-parametric modelslocal linear smoothingvarying coefficients

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• A partial spline approach for semiparametric estimation of varying-coefficient partially linear models
• Adaptive semi-varying coefficient model selection
• Efficient estimation for the heteroscedastic single-index varying coefficient models
• Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
• Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
• Estimation and inference of semi-varying coefficient models with heteroscedastic errors
• Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
• Local polynomial fitting in semivarying coefficient model
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
• Semi-varying coefficient models with a diverging number of components
• Statistical inference in partially time-varying coefficient models
• Statistical inference of partially linear regression models with heteroscedastic errors
• Variable Kernel Estimates of Multivariate Densities
• Variable bandwidth and local linear regression smoothers
• Variable bandwidth kernel estimators of regression curves
• Variable selection for semiparametric varying coefficient partially linear models
• Wavelet estimation in varying-coefficient partially linear regression models
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(3)

• scientific article; zbMATH DE number 5218714 (Why is no real title available?)
• Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
• Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors

This page was built for publication: Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3389653)