Efficient estimation for semivarying-coefficient models
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Publication:3429969
DOI10.1093/biomet/91.3.661zbMath1108.62019OpenAlexW2043024694MaRDI QIDQ3429969
Howell Tong, Wenyang Zhang, Yingcun Xia
Publication date: 20 March 2007
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/91.3.661
Local linearEfficient estimatorSemivarying-coefficient modelStrong alpha-mixingVarying-coefficient model
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Point estimation (62F10)
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