Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models
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Publication:5259138
DOI10.1080/03610918.2013.795593zbMATH Open1328.62224OpenAlexW2095348292MaRDI QIDQ5259138FDOQ5259138
Chuan-Hua Wei, Chunling Liu, Lijie Wan
Publication date: 24 June 2015
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.795593
heteroscedasticitysemiparametric efficiencyprofile least squarespartially linear varying coefficient models
Cites Work
- Estimation of heteroscedasticity in regression analysis
- On a semiparametric variance function model and a test for heteroscedasticity
- Efficiency Bounds for Semiparametric Regression
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Efficient semiparametric estimator for heteroscedastic partially linear models
- Nonparametric quasi-likelihood
- Local polynomial fitting in semivarying coefficient model
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
Cited In (5)
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Efficient estimation for the heteroscedastic single-index varying coefficient models
- Efficient estimation of adaptive varying-coefficient partially linear regression model
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
- Efficient estimation of varying coefficient models with serially correlated errors
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