Efficient estimation for semivarying-coefficient models

DOI10.1093/BIOMET/91.3.661zbMATH Open1108.62019OpenAlexW2043024694MaRDI QIDQ3429969FDOQ3429969

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

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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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• Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
• Empirical likelihood for the varying-coefficient single-index model
• Generalized varying index coefficient models
• Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model
• Fast inference for semi-varying coefficient models via local averaging
• Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
• Nonparametric estimation of varying-coefficient single-index models
• Model detection and variable selection for varying coefficient models with longitudinal data
• Robust structure identification and variable selection in partial linear varying coefficient models
• Local linear smoothing for sparse high dimensional varying coefficient models
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
• Estimation and inference for varying coefficient partially nonlinear models
• Inference of time-varying regression models
• Local rank estimation and related test for varying-coefficient partially linear models
• Principal single-index varying-coefficient models for dimension reduction in quantile regression
• Statistical inference in partially-varying-coefficient single-index model
• Local polynomial fitting in semivarying coefficient model
• Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
• Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors
• Profile-kernel likelihood inference with diverging number of parameters
• A Mallows-type model averaging estimator for the varying-coefficient partially linear model
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
• Variable selection in semiparametric regression modeling
• Semi-parametric inference for semi-varying coefficient panel data model with individual effects
• Rank reducible varying coefficient model
• Structural identification and variable selection in high-dimensional varying-coefficient models
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
• Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
• Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong
• Semivarying coefficient models for capture-recapture data: colony size estimation for the little penguin \(Eudyptula minor\)
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• Semiparametric varying-coefficient model with right-censored and length-biased data
• Model averaging procedure for varying-coefficient partially linear models with missing responses
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
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• Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
• Estimation in a semi-varying coefficient model for panel data with fixed effects
• Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models
• Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition
• Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Efficient estimation of partially linear varying coefficient models
• Efficient estimation in semivarying coefficient models for longitudinal/clustered data
• Quantile regression for robust inference on varying coefficient partially nonlinear models
• Statistical inference in partially time-varying coefficient models
• Variable selection in partially time-varying coefficient models
• Estimation of semi-varying coefficient models with nonstationary regressors
• Estimation in generalised varying-coefficient models with unspecified link functions
• Semiparametric model building for regression models with time-varying parameters
• Optimal zone for bandwidth selection in semiparametric models
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• Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression
• Robust estimates in generalised varying-coefficient partially linear models
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
• Variable selection in semiparametric quantile modeling for longitudinal data
• Efficient estimation of varying coefficient models with serially correlated errors
• A profile-type smoothed score function for a varying coefficient partially linear model
• Estimation and inference for varying coefficient partially nonlinear errors-in-variables models
• Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
• Smooth varying-coefficient estimation and inference for qualitative and quantitative data
• A simple approach for varying-coefficient model selection
• Structure identification for varying coefficient models with measurement errors based on kernel smoothing
• Semiparametric residuals and analysis for a scleroderma clinical trial
• Empirical likelihood for generalized partially linear varying-coefficient models
• Identification and estimation in quantile varying-coefficient models with unknown link function
• Analysis of failure time using threshold regression with semi-parametric varying coefficients
• Estimation for semiparametric varying coefficient models with different smoothing variables under random right censoring
• Robust adaptive estimation for semivarying coefficient models
• Confidence interval for the bootstrapP-value and sample size calculation of the bootstrap test
• B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data
• Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market
• Automatic variable selection for semiparametric spatial autoregressive model
• Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study
• Principal varying coefficient estimator for high-dimensional models
• Determination of linear components in additive models
• A varying coefficient model with matrix valued covariates
• A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
• Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data
• Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part
• Reducing component estimation for varying coefficient models
• Estimation and model selection in a class of semiparametric models for cluster data
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
• The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data
• Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
• Model selection for functional linear regression with hierarchical structure
• B-spline estimation for partially linear varying coefficient composite quantile regression models
• Nonparametric homogeneity pursuit in functional-coefficient models
• Two adjusted empirical-likelihood-based methods in generalized varying-coefficient partially linear model
• The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors
• A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution
• Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data
• Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
• Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient
• Efficient estimation for semi-varying coefficient model with an invertible linear process error

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