Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models

DOI10.1080/00949650802260071MaRDI QIDQ3653249zbMATH OpenOpenAlexFDO

Authors Mari Palta, Jia-Liang Li

Publication date 22 December 2009

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650802260071

zbMATH Keywords

varying-coefficient modelcross-validationpartially linear modelgeneralized cross-validationsemi-parametric model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• scientific article; zbMATH DE number 3582638 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Efficient estimation for semivarying-coefficient models
• Generalized Partially Linear Single-Index Models
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• On Profile Likelihood
• On the ergodicity of \(TAR(1)\) processes
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Quantitative Methods in Population Health
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(16)

• Analysis of failure time using threshold regression with semi-parametric varying coefficients
• Varying coefficient functional autoregressive model with application to the U.S. treasuries
• Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study
• Time-dependent diagnostic accuracy analysis with censored outcome and censored predictor
• Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
• Efficient model selection in semivarying coefficient models
• Shrinkage ridge estimators in semiparametric regression models
• Improving cross-validated bandwidth selection using subsampling-extrapolation techniques
• The connection between cross-validation and Akaike information criterion in a semiparametric family
• Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
• Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
• An alternative bandwidth selection method for estimating functional coefficient models
• Optimal zone for bandwidth selection in semiparametric models
• Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
• Ridge-type pretest and shrinkage estimations in partially linear models
• Nonparametric estimation of a time-varying GARCH model

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