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

DOI10.1080/00949655.2021.1914616OpenAlexW3158703699MaRDI QIDQ3389653FDOQ3389653

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

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• Wavelet estimation in varying-coefficient partially linear regression models
• Variable Kernel Estimates of Multivariate Densities
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
• Semi-varying coefficient models with a diverging number of components
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• Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors

Cited In (3)

• Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
• Title not available (Why is that?)
• Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors

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