Local likelihood estimation in varying-coefficient models including additive bias correction

DOI10.1080/10485250008832812MaRDI QIDQ4485007zbMATH OpenOpenAlexFDO

Authors Göran Kauermann, Gerhard Tutz

Publication date 3 October 2000

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250008832812

zbMATH Keywords

bias correctionlocal likelihood estimationsmoothingvarying coefficients

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

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Cites work

• Bias reduction of maximum likelihood estimates
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• Generalized jackknifing and higher order kernels
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
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• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• On Non-Parametric Estimates of Density Functions and Regression Curves

Cited in

(16)

• Tree-structured modelling of varying coefficients
• Quantile regression in varying coefficient models.
• Local estimators in multivariate generalized linear models with varying coefficients
• The analysis of ordered categorical data: An overview and a survey of recent developments. (With discussion)
• Generalized semiparametrically structured ordinal models
• scientific article; zbMATH DE number 5952269 (Why is no real title available?)
• scientific article; zbMATH DE number 7234047 (Why is no real title available?)
• scientific article; zbMATH DE number 1329171 (Why is no real title available?)
• Regularization and model selection with categorical predictors and effect modifiers in generalized linear models
• Variance Reduction in Multiparameter Likelihood Models
• Local likelihood with time‐varying additive hazards model
• Varying Coefficient Regression Models: A Review and New Developments
• On a small sample adjustment for the profile score function in semiparametric smoothing models
• Nonparametric models and their estimation
• Generalized linear random effects models with varying coefficients
• Generalized semiparametrically structured mixed models

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Uses Software

• Fahrmeir

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