Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration

DOI10.1198/016214506000000429zbMath1120.62317WikidataQ61865773 ScholiaQ61865773MaRDI QIDQ5755033

Byeong U. Park, Lijian Yang, Wolfgang Karl Härdle, Lan Xue

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-047.pdf

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

Uses Software

• KernSmooth