Additive coefficient modeling via polynomial spline

zbMATH Open1109.62030MaRDI QIDQ3431925FDOQ3431925

Authors: Lan Xue, L. Yang 

Publication date: 13 April 2007

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zbMATH Keywords

AICmean square convergenceknotapproximation spacespline approximationGerman real GNP

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Numerical computation using splines (65D07)

Cited In (68)

• Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data
• Varying-coefficient model and applications for the periodic time series
• Instrumental variable approach to estimating the scalar-on-function regression model with measurement error with application to energy expenditure assessment in childhood obesity
• Estimation of shape constrained additive models with missing response at random
• Oracle-efficient estimation and global inferences for variance function of functional data
• Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints
• Estimation and inference in spatially varying coefficient models
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
• Identification and estimation of generalized additive partial linear models with nonignorable missing response
• Efficient estimation for periodic autoregressive coefficients via residuals
• Additive partially linear models for ultra-high-dimensional regression
• Multi-step-ahead prediction interval for locally stationary time series with application to air pollutant concentration data
• Spline-backfitted kernel smoothing of additive coefficient model
• Estimation and inference in functional single-index models
• Efficient estimation of longitudinal data additive varying coefficient regression models
• Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
• Estimation of additive frontier functions with shape constraints
• Polynomial spline confidence bands for time series trend
• Modelling time trend via spline confidence band
• Efficient and fast spline-backfitted kernel smoothing of additive models
• Estimation of semi-parametric additive coefficient model
• Empirical likelihood based inference for generalized additive partial linear models
• Globally consistent model selection in semi-parametric additive coefficient models
• Cluster analysis of longitudinal profiles with subgroups
• A novel partial-linear single-index model for time series data
• Polynomial spline estimation for a generalized additive coefficient model
• Estimation and variable selection for generalized additive partial linear models
• Generalized functional partially linear single-index models
• Model averaging for semiparametric additive partial linear models
• Sparse model identification and learning for ultra-high-dimensional additive partially linear models
• Extended Glivenko–Cantelli theorem and L₁ strong consistency of innovation density estimator for time-varying semiparametric ARCH model
• A simultaneous confidence corridor for varying coefficient regression with sparse functional data
• Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
• Estimation of semivarying coefficient time series models with ARMA errors
• Estimation and inference in semiparametric quantile factor models
• Functional multiple indicators, multiple causes measurement error models
• Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
• Two-step estimation for time varying ARCH models
• Varying coefficient partially functional linear regression models
• Spline-backfitted kernel smoothing of partially linear additive model
• Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
• Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
• Jump detection in time series nonparametric regression models: a polynomial spline approach
• Variable selection for additive partial linear quantile regression with missing covariates
• Variable selection for partially linear proportional hazards model with covariate measurement error
• Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes
• Focused information criterion and model averaging for generalized additive partial linear models
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Increasing the usefulness of additive spline models by knot removal
• Constrained polynomial spline estimation of monotone additive models
• Regression models with ordered multiple categorical predictors
• Empirical likelihood inference for generalized additive partially linear models
• Variance function additive partial linear models
• Estimation and inference for generalized geoadditive models
• Pursuit of dynamic structure in quantile additive models with longitudinal data
• Statistical inference for generalized additive partially linear models
• UTA-poly and UTA-splines: additive value functions with polynomial marginals
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model
• Autoregressive coefficient estimation in nonparametric analysis
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• Quantile regression for additive coefficient models in high dimensions
• The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors
• A smooth simultaneous confidence band for conditional variance function
• Estimation of functional-coefficient autoregressive models with measurement error
• Flexible generalized varying coefficient regression models
• Title not available (Why is that?)
• Partially linear additive quantile regression in ultra-high dimension
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters

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