Adaptive Varying-Coefficient Linear Models

DOI10.1111/1467-9868.00372zbMath1063.62054MaRDI QIDQ4673752

Qiwei Yao, Jianqing Fan, Zong-Wu Cai

Publication date: 9 May 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/6865/1/Adaptive_Varying-Coefficient_Linear_Models.pdf

zbMATH Keywords

Akaike information criterion; local linear regression; generalized cross-validation; one-step estimation; backfitting algorihm; local significant variable selection; smoothing index

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

Related Items

Gaussian Process Functional Regression Modeling for Batch Data, L₁-estimation for varying coefficient models, Two-step likelihood estimation procedure for varying-coefficient models, On fitting generalized non-linear models with varying coefficients, Functional coefficient autoregressive models for vector time series, Proportional functional coefficient time series models, Rank reducible varying coefficient model, Efficient estimation of a semiparametric partially linear varying coefficient model, Estimation of the covariance matrix of random effects in longitudinal studies, Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder), Outliers in functional autoregressive time series, Reducing component estimation for varying coefficient models, Multicovariate-adjusted regression models

Cites Work

• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Functional data analysis
• Variable bandwidth selection in varying-coefficient models
• Functional-Coefficient Regression Models for Nonlinear Time Series