Two-step likelihood estimation procedure for varying-coefficient models

DOI10.1006/JMVA.2001.2013zbMATH Open0995.62039OpenAlexW2012934386MaRDI QIDQ697475FDOQ697475

Authors: Zongwu Cai 

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.2001.2013

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zbMATH Keywords

asymptotic normalitylocal polynomial fittingoptimal convergence ratemean squared errors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Cites Work

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• Generalized Partially Linear Single-Index Models
• An Effective Bandwidth Selector for Local Least Squares Regression
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• Statistical estimation in varying coefficient models
• Local Estimating Equations
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Functional-Coefficient Autoregressive Models
• Weak and strong uniform consistency of kernel regression estimates
• Adaptive Varying-Coefficient Linear Models
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• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
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Cited In (22)

• Two-step estimation procedures for inhomogeneous shot-noise Cox processes
• On two-step estimation for varying coefficient models
• SiZer inference for generalized varying coefficient models
• Functional coefficient instrumental variables models
• One-step estimation for varying coefficient models
• Location multiplicative error models with quasi maximum likelihood estimation
• A similarity-based approach to time-varying coefficient non-stationary autoregression
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
• An orthogonality-based estimation with two steps for varying coefficient mixed-effects models
• Functional-coefficient models for nonstationary time series data
• Quantile regression in varying coefficient models.
• Functional coefficient seasonal time series models with an application of Hawaii tourism data
• New efficient spline estimation for varying-coefficient models with two-step knot number selection
• Two step estimations for a single-index varying-coefficient model with longitudinal data
• Reducing component estimation for varying coefficient models
• Estimation on semivarying coefficient models with different degrees of smoothness
• Varying Coefficient Regression Models: A Review and New Developments
• Partially varying coefficient instrumental variables models
• An alternative bandwidth selection method for estimating functional coefficient models
• Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
• One-step estimation for varying coefficients models with unknown functions of different degrees of smoothness
• Efficient estimation in varying coefficient regression models

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