Nonparametric Estimation of Time-Variant Parametric Models with Application to Cross-Sectional Data

DOI10.14490/jjss.47.197zbMath1395.62068OpenAlexW2805482618WikidataQ129757105 ScholiaQ129757105MaRDI QIDQ4578223

Mohammad S. R. Chowdhury

Publication date: 8 August 2018

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.47.197

zbMATH Keywords

confidence intervalskernel smoothinggeometric modellocal polynomialstwo-step smoothingfecundabilitycross validation and bandwidth

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models
• Multivariate locally weighted least squares regression
• Nonparametric Estimation of Conditional Distributions and Rank-Tracking Probabilities With Time-Varying Transformation Models in Longitudinal Studies
• Asymptotic Statistics
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Local Box–Cox transformation on time-varying parametric models for smoothing estimation of conditional CDF with longitudinal data
• The bootstrap and Edgeworth expansion
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