Efficient estimation for semivarying-coefficient models

DOI10.1093/BIOMET/91.3.661MaRDI QIDQ3429969zbMATH OpenOpenAlexFDO

Authors Yingcun Xia, Wenyang Zhang, Howell Tong

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

zbMATH Keywords

Local linearEfficient estimatorSemivarying-coefficient modelStrong alpha-mixingVarying-coefficient model

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12)

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