Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models
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Publication:5259138
DOI10.1080/03610918.2013.795593zbMATH Open1328.62224OpenAlexW2095348292MaRDI QIDQ5259138FDOQ5259138
Authors: Chuan-Hua Wei, Lijie Wan, Chunling Liu 
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
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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 (18)
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Efficient estimation of the error distribution in a varying coefficient regression model
- Efficient estimation for the heteroscedastic single-index varying coefficient models
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Efficient estimation for the partially linear models with random effects
- Efficient estimation of adaptive varying-coefficient partially linear regression model
- Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- Efficient estimation of partially linear varying coefficient models
- Statistical inference of partially linear regression models with heteroscedastic errors
- Statistical inference for partially linear stochastic models with heteroscedastic errors
- New efficient and robust estimation in varying-coefficient models with heteroscedasticity
- A generalized partially linear framework for variance functions
- Efficient semiparametric estimator for heteroscedastic partially linear models
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
- Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data
- Efficient estimation of varying coefficient models with serially correlated errors
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