Reducing component estimation for varying coefficient models

DOI10.1080/02331880701580079MaRDI QIDQ3525833zbMATH OpenOpenAlexFDO

Authors Tang Qingguo, Wang Jinde

Publication date 18 September 2008

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880701580079

zbMATH Keywords

asymptotic normalityoptimal convergence ratesmoothnessvarying coefficient modelreducing component estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• L₁-estimation for varying coefficient models
• Adaptive Varying-Coefficient Linear Models
• Asymptotic theory of nonlinear least squares estimation
• Efficient estimation for semivarying-coefficient models
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• On model diagnostics using varying coefficient models
• Optimal rates of convergence for nonparametric estimators
• Simultaneous confidence bands and hypothesis testing in varying-coefficient models
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Smoothing Spline Estimation in Varying-Coefficient Models
• Statistical estimation in varying coefficient models
• Two-step likelihood estimation procedure for varying-coefficient models
• Variable bandwidth selection in varying-coefficient models
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements

Cited in

(5)

• Rank reducible varying coefficient model
• Componentwise estimation of varying coefficient models
• One-step estimation for varying coefficients models with unknown functions of different degrees of smoothness
• Reducing component estimation for varying coefficient models with longitudinal data
• Projection-type estimation for varying coefficient regression models

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