Testing the constancy in varying-coefficient regression models
From MaRDI portal
Publication:649101
DOI10.1007/s00184-010-0310-zzbMath1226.62067MaRDI QIDQ649101
Xingzhong Xu, Xuhua Liu, Na Li
Publication date: 30 November 2011
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-010-0310-z
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
Related Items
Testing for constancy in varying coefficient models, Classification by fiducial predictive density functions, Confidence distributions: a review, An empirical likelihood check with varying coefficient fixed effect model with panel data
Cites Work
- Unnamed Item
- Unnamed Item
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Fiducial inference in the pivotal family of distributions
- Hedonic housing prices and the demand for clean air
- Statistical estimation in varying coefficient models
- Sieve empirical likelihood ratio tests for nonparametric functions
- The functional-model basis of fiducial inference
- Generalized likelihood ratio statistics and Wilks phenomenon
- Generalized inferences on the common mean vector of several multivariate normal populations
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
- Generalized Confidence Intervals
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Free-Knot Polynomial Splines with Confidence Intervals
- Functional-Coefficient Autoregressive Models
- Fiducial Generalized Confidence Intervals
- A two-step smoothing method for varying-coefficient models with repeated measurements
