Semi-varying coefficient models with a diverging number of components

DOI10.1016/j.jmva.2011.03.010zbMath1216.62060OpenAlexW2045374289MaRDI QIDQ548651

Heng Lian, Gao Rong Li, Liu Gen Xue

Publication date: 29 June 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.03.010

zbMATH Keywords

\(B\)-spline basisdiverging parameters

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Related Items (18)

Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components ⋮ Generalized varying coefficient partially linear measurement errors models ⋮ Variance estimation for sparse ultra-high dimensional varying coefficient models ⋮ Variable selection for partially varying coefficient model based on modal regression under high dimensional data ⋮ Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient ⋮ Semiparametric quantile estimation for varying coefficient partially linear measurement errors models ⋮ Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models ⋮ Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression ⋮ Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations ⋮ Varying Coefficient Regression Models: A Review and New Developments ⋮ Unified variable selection for varying coefficient models with longitudinal data ⋮ Statistical inference on restricted partial linear regression models with partial distortion measurement errors ⋮ Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models ⋮ Spline estimator for ultra-high dimensional partially linear varying coefficient models ⋮ Partially linear additive quantile regression in ultra-high dimension ⋮ Profile statistical inference for partially linear additive models with a diverging number of parameters ⋮ Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors ⋮ Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors

Uses Software

• hgam

Cites Work

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