Corrected local polynomial estimation in varying-coefficient models with measurement errors
DOI10.1002/cjs.5550340303zbMath1104.62064OpenAlexW2075982906MaRDI QIDQ3417681
Jin-hong You, Gemai Chen, Yong Zhou
Publication date: 30 January 2007
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.5550340303
attenuationasymptotic normalitylocal linear estimatorwild bootstrapregression modelvarying coefficients
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items (34)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptively local one-dimensional subproblems with application to a deconvolution problem
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
- Estimation in a semiparametric partially linear errors-in-variables model
- Generalized likelihood ratio statistics and Wilks phenomenon
- Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- An Effective Bandwidth Selector for Local Least Squares Regression
- Multiplicative Errors-in-Variables Models with Applications to Recent Data Released by the U.S. Department of Energy
- Bootstrap Approximations in Model Checks for Regression
- Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error
- Generalized Partially Linear Single-Index Models
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- A two-step smoothing method for varying-coefficient models with repeated measurements
This page was built for publication: Corrected local polynomial estimation in varying-coefficient models with measurement errors