Fast inference for semi-varying coefficient models via local averaging

DOI10.1016/J.CSDA.2020.107126OpenAlexW3104374367MaRDI QIDQ830452FDOQ830452

Chuanlong Xie, Heng Peng, Jingxin Zhao

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107126

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zbMATH Keywords

hypothesis testasymptotic efficiencyvarying coefficientcomputation costlocal average estimate

Mathematics Subject Classification ID

Statistics (62-XX)

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• Efficient estimation of a semiparametric partially linear varying coefficient model
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• Variance estimation for semiparametric regression models by local averaging

Cited In (1)

• Variance estimation for semiparametric regression models by local averaging

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