Local polynomial fitting in semivarying coefficient model

DOI10.1006/jmva.2001.2012zbMath0995.62038OpenAlexW2059126764MaRDI QIDQ697474

Wenyang Zhang, Sik-Yum Lee, Xin-Yuan Song

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

zbMATH Keywords

one-step methodoptimal rate of convergencevarying-coefficient modelsmean squared errorslocal polynomial fittwo-step method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (only showing first 100 items - show all)

Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators ⋮ Empirical likelihood for partially time-varying coefficient models with dependent observations ⋮ SiZer Inference for Varying Coefficient Models ⋮ Statistical Inference in Partially Linear Varying-Coefficient Models with Missing Responses at Random ⋮ Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors ⋮ B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data ⋮ The connection between cross-validation and Akaike information criterion in a semiparametric family ⋮ Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression ⋮ Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data ⋮ A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution ⋮ Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error ⋮ B-spline estimation for partially linear varying coefficient composite quantile regression models ⋮ Variable selection for partially varying coefficient model based on modal regression under high dimensional data ⋮ Empirical likelihood in varying-coefficient quantile regression with missing observations ⋮ Gaussian copula based composite quantile regression in semivarying models with longitudinal data ⋮ Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models ⋮ Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data ⋮ Estimation for a partially linear single-index varying-coefficient model ⋮ Estimation and inference for varying coefficient partially nonlinear errors-in-variables models ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses ⋮ A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series ⋮ Varying Coefficients Model with Measurement Error ⋮ Bayesian modelling of time-varying conditional heteroscedasticity ⋮ Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data ⋮ Model estimation and selection for partial linear varying coefficient EV models with longitudinal data ⋮ Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates ⋮ Nonparametric and Semiparametric Quantile Regression via a New MM Algorithm ⋮ Empirical likelihood for generalized partially linear varying-coefficient models ⋮ A varying coefficient approach to estimating hedonic housing price functions and their quantiles ⋮ Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part ⋮ The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ On a Principal Varying Coefficient Model ⋮ Local rank estimation and related test for varying-coefficient partially linear models ⋮ Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data ⋮ Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong ⋮ Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data ⋮ Estimation and inference for generalized semi-varying coefficient models ⋮ Covariate Adjusted Correlation Analysis via Varying Coefficient Models ⋮ Robust variable selection and parametric component identification in varying coefficient models ⋮ Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors ⋮ Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors ⋮ Nonlinear dynamical structural equation models ⋮ Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model ⋮ A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model ⋮ Optimal zone for bandwidth selection in semiparametric models ⋮ Double-smoothing for varying coefficient models ⋮ Semiparametric Residuals and Analysis for a Scleroderma Clinical Trial ⋮ Unnamed Item ⋮ Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models ⋮ Identification of non-varying coefficients in varying-coefficient models ⋮ Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models ⋮ A Semiparametric Multilevel Survival Model ⋮ Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample ⋮ Interval Estimation by Frequentist Model Averaging ⋮ Two Adjusted Empirical-Likelihood-Based Methods in Generalized Varying-Coefficient Partially Linear Model ⋮ A new variable selection approach for varying coefficient models ⋮ Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors ⋮ Functional coefficient instrumental variables models ⋮ Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part ⋮ Fast inference for semi-varying coefficient models via local averaging ⋮ Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components ⋮ Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model ⋮ A semiparametric model for cluster data ⋮ Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models ⋮ Estimation of semivarying coefficient time series models with ARMA errors ⋮ Efficient estimation for semiparametric varying-coefficient partially linear regression models with current status data ⋮ On the semi-varying coefficient dynamic panel data model with autocorrelated errors ⋮ Varying-coefficient hidden Markov models with zero-effect regions ⋮ Parameter estimation for a generalized semiparametric model with repeated measurements ⋮ Semiparametric varying-coefficient model with right-censored and length-biased data ⋮ Profile likelihood inferences on semiparametric varying-coefficient partially linear models ⋮ On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates ⋮ Model averaging procedure for varying-coefficient partially linear models with missing responses ⋮ Generalized varying coefficient partially linear measurement errors models ⋮ Adjusted empirical likelihood for varying coefficient partially linear models with censored data ⋮ Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random ⋮ Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors ⋮ Semiparametric quantile estimation for varying coefficient partially linear measurement errors models ⋮ Statistical inference in partially time-varying coefficient models ⋮ Identification for semiparametric varying coefficient partially linear models ⋮ Generalized profile LSE in varying-coefficient partially linear models with measurement errors ⋮ Estimation of semi-varying coefficient model with surrogate data and validation sampling ⋮ Estimation and model selection in a class of semiparametric models for cluster data ⋮ Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data ⋮ Estimation and inference of semi-varying coefficient models with heteroscedastic errors ⋮ Estimation and inference for varying coefficient partially nonlinear models ⋮ Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses ⋮ Generalized partially linear varying coefficient models with multiple smoothing variables ⋮ Robust estimation for spatial semiparametric varying coefficient partially linear regression ⋮ Sieve M-estimation for semiparametric varying-coefficient partially linear regression model ⋮ Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models ⋮ Variable selection in semiparametric regression analysis for longitudinal data ⋮ New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models ⋮ Weighted profile least squares estimation for a panel data varying-coefficient partially linear 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 ⋮ Model averaging for varying-coefficient partially linear measurement error models ⋮ Efficient model selection in semivarying coefficient models ⋮ Structure identification for varying coefficient models with measurement errors based on kernel smoothing

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate adaptive regression splines
• Bayesian forecasting and dynamic models
• Polynomial splines and their tensor products in extended linear modeling. (With discussions)
• Statistical estimation in varying coefficient models
• Variable bandwidth selection in varying-coefficient models
• Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
• An Effective Bandwidth Selector for Local Least Squares Regression
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Dynamic Generalized Linear Models and Bayesian Forecasting
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Weak and strong uniform consistency of kernel regression estimates
• Design-adaptive Nonparametric Regression
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Generalized Partially Linear Single-Index Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Functional-Coefficient Autoregressive Models

This page was built for publication: Local polynomial fitting in semivarying coefficient model