Statistical methods with varying coefficient models
From MaRDI portal
Publication:660045
DOI10.4310/SII.2008.v1.n1.a15zbMath1230.62031WikidataQ43248883 ScholiaQ43248883MaRDI QIDQ660045
Publication date: 25 January 2012
Published in: Statistics and Its Interface (Search for Journal in Brave)
cross-validation; hypothesis test; exponential family; bandwidth selection; nonlinear time series; confidence band; longitudinal data analysis; generalized varying coefficient models; local maximum likelihood; Cox models; local linear modelling; local partial likelihood; semivarying coefficient models
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
62G15: Nonparametric tolerance and confidence regions
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