Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood

DOI10.1080/10485252.2015.1026903MaRDI QIDQ5256286zbMATH OpenOpenAlexWikidataFDO

Authors Clemontina A. Davenport, Arnab Maity, Yichao Wu

Publication date 22 June 2015

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

Full work available at URL http://europepmc.org/articles/pmc4484785

zbMATH Keywords

generalised linear modelslocal polynomial smoothingnonparametric regressionparametrically guided estimationvarying coefficient model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

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Cites work

• A Class of Improved Parametrically Guided Nonparametric Regression Estimators
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Generalized additive models. An introduction with R.
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• Local linear regression smoothers and their minimax efficiencies
• Local Maximum Likelihood Estimation and Inference
• Local quasi-likelihood with a parametric guide
• Maximum Likelihood Estimation of Misspecified Models
• Nonparametric density estimation with a parametric start
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Parametrically guided generalised additive models with application to mergers and acquisitions data
• Parametrically Guided Non‐parametric Regression
• Penalized spline estimation for functional coefficient regression models
• Statistical estimation in varying coefficient models
• Statistical methods with varying coefficient models
• The relationship between virologic and immunologic responses in AIDS clinical research using mixed-effects varying-coefficient models with measurement error

Cited in

(2)

• Parametrically Guided Non‐parametric Regression
• Parametrically guided generalised additive models with application to mergers and acquisitions data

Describes a project that uses

Uses Software

• gamair

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