Local polynomial fitting in semivarying coefficient model
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Publication:697474
DOI10.1006/JMVA.2001.2012zbMATH Open0995.62038OpenAlexW2059126764MaRDI QIDQ697474FDOQ697474
Wenyang Zhang, Xin-Yuan Song, Sik Lee
Publication date: 17 September 2002
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2001.2012
varying-coefficient modelsoptimal rate of convergenceone-step methodmean squared errorslocal polynomial fittwo-step method
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Cites Work
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- Multivariate adaptive regression splines
- Bayesian forecasting and dynamic models
- Dynamic Generalized Linear Models and Bayesian Forecasting
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Generalized Partially Linear Single-Index Models
- An Effective Bandwidth Selector for Local Least Squares Regression
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Design-adaptive Nonparametric Regression
- Statistical estimation in varying coefficient models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Functional-Coefficient Autoregressive Models
- Polynomial splines and their tensor products in extended linear modeling. (With discussions)
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Weak and strong uniform consistency of kernel regression estimates
- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
- Variable bandwidth selection in varying-coefficient models
Cited In (only showing first 100 items - show all)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses
- A new variable selection approach for varying coefficient models
- Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model
- Generalized profile LSE in varying-coefficient partially linear models with measurement errors
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- Functional coefficient instrumental variables models
- Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
- Identification for semiparametric varying coefficient partially linear models
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors
- Estimation and inference for varying coefficient partially nonlinear models
- Inference of time-varying regression models
- Variable selection in semiparametric regression analysis for longitudinal data
- Local rank estimation and related test for varying-coefficient partially linear models
- Parametric component detection and variable selection in varying-coefficient partially linear models
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Functional coefficient regression models with time trend
- Variable selection for varying coefficient models with measurement errors
- On a Principal Varying Coefficient Model
- Efficient quantile estimation for functional-coefficient partially linear regression models
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
- Wavelet estimation in varying-coefficient partially linear regression models
- Profile-kernel likelihood inference with diverging number of parameters
- Varying-coefficient single-index model
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Variable selection in semiparametric regression modeling
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics
- Estimation of semivarying coefficient time series models with ARMA errors
- Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part
- Local Walsh-average regression for semiparametric varying-coefficient models
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Model averaging for varying-coefficient partially linear measurement error models
- Parameter estimation for a generalized semiparametric model with repeated measurements
- Covariate Adjusted Correlation Analysis via Varying Coefficient Models
- Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Semivarying coefficient models for capture-recapture data: colony size estimation for the little penguin \(Eudyptula minor\)
- P-splines quantile regression estimation in varying coefficient models
- Influence diagnostics in partially varying-coefficient models
- Efficient model selection in semivarying coefficient models
- Semiparametric varying-coefficient model with right-censored and length-biased data
- Generalized partially linear varying-coefficient models
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Generalized varying coefficient partially linear measurement errors models
- Estimation in a semi-varying coefficient model for panel data with fixed effects
- Generalized partially linear varying coefficient models with multiple smoothing variables
- Estimation in covariate-adjusted regression
- Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models
- Efficient estimation of adaptive varying-coefficient partially linear regression model
- Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
- Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- Statistical inference in partially time-varying coefficient models
- Title not available (Why is that?)
- Varying Coefficients Model with Measurement Error
- Adjusted empirical likelihood for varying coefficient partially linear models with censored data
- Optimal zone for bandwidth selection in semiparametric models
- Estimation of the covariance matrix of random effects in longitudinal studies
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression
- Variable selection for semiparametric varying coefficient partially linear models
- Estimation and inference for varying coefficient partially nonlinear errors-in-variables models
- Estimation of semi-varying coefficient model with surrogate data and validation sampling
- Likelihood-based local polynomial fitting for single-index models
- A semiparametric model for cluster data
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- A Semiparametric Multilevel Survival Model
- Robust estimation for spatial semiparametric varying coefficient partially linear regression
- Estimation for a partially linear single-index varying-coefficient model
- Empirical likelihood for generalized partially linear varying-coefficient models
- Nonlinear dynamical structural equation models
- Identification of non-varying coefficients in varying-coefficient models
- Fast inference for semi-varying coefficient models via local averaging
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
- Empirical likelihood for partially time-varying coefficient models with dependent observations
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- SiZer Inference for Varying Coefficient Models
- Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
- Simultaneous inference for time-varying models
- Efficient estimation for semiparametric varying-coefficient partially linear regression models with current status data
- Domain selection for the varying coefficient model via local polynomial regression
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Estimation for semiparametric varying coefficient models with different smoothing variables under random right censoring
- Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error
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