Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory

MaRDI QIDQ5434017zbMATH OpenFDO

Authors Dag Tjøstheim, Qiwei Yao, Zudi Lu

Publication date 9 January 2008

zbMATH Keywords

\(\beta\)-mixingasymptotic normalityempirical processindex parameterroot-\(n\) consistencyuniform convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09)

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Cited in

(19)

• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
• Adaptive estimation for varying coefficient models
• Quantile regression and variable selection of single-index coefficient model
• Finite mixture of varying coefficient model: estimation and component selection
• Model structure selection in single-index-coefficient regression models
• Composite quantile regression and variable selection in single-index coefficient model
• Adaptively varying-coefficient spatiotemporal models
• Statistical inference for a single-index varying coefficient model with measurement errors in all covariates
• Variable selection for single-index varying-coefficient model
• Empirical likelihood for single-index varying-coefficient models
• Semiparametric estimation in the optimal dividend barrier for the classical risk model
• Adaptive estimation for varying coefficient models with nonstationary covariates
• Empirical likelihood and estimation in single-index varying-coefficient models with censored data
• Estimation for single-index varying-coefficient spatial autoregressive model with index covariate measurement errors
• Quantile index coefficient model with variable selection
• Functional coefficient seasonal time series models with an application of Hawaii tourism data
• Statistical inference for a single-index varying-coefficient model
• Semiparametric likelihood estimation in survival models with informative censoring
• Profile empirical-likelihood inferences for the single-index-coefficient regression model

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