Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors

DOI10.1080/00949655.2015.1092539MaRDI QIDQ5222451zbMATH OpenOpenAlexFDO

Authors Si-Lian Shen, Jian-Ling Cui, Chunwei Wang

Publication date 1 April 2020

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

Full work available at URL https://doi.org/10.1080/00949655.2015.1092539

zbMATH Keywords

heteroscedasticitylocal linear smoothingre-weighting estimationvarying coefficient model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08)

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Cites work

• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• Estimation of semiparametric regression model with longitudinal data
• Functional data analysis
• Functional-Coefficient Autoregressive Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
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• scientific article; zbMATH DE number 1941665 (Why is no real title available?)
• scientific article; zbMATH DE number 2222296 (Why is no real title available?)
• Least squares estimation of varying-coefficient hazard regression with application to breast cancer dose-intensity data
• Local polynomial fitting in semivarying coefficient model
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• One-step estimation for varying coefficient models
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Statistical estimation in varying coefficient models
• Statistical inference of partially linear regression models with heteroscedastic errors
• The asymptotic normality of profile least-squares estimation on semivarying coefficients model
• Trending time-varying coefficient time series models with serially correlated errors
• Variable bandwidth selection in varying-coefficient models
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(4)

• Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
• Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
• Estimation and inference of semi-varying coefficient models with heteroscedastic errors
• scientific article; zbMATH DE number 5218714 (Why is no real title available?)

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