Fast inference for semi-varying coefficient models via local averaging

DOI10.1016/J.CSDA.2020.107126MaRDI QIDQ830452zbMATH OpenOpenAlexFDO

Authors Heng Peng, Chuanlong Xie, 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

zbMATH Keywords

hypothesis testasymptotic efficiencyvarying coefficientcomputation costlocal average estimate

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Functional-Coefficient Regression Models for Nonlinear Time Series
• Generalized likelihood ratio statistics and Wilks phenomenon
• Local polynomial fitting in semivarying coefficient model
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• On the lengths of the pieces of a stick broken at random
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Simultaneous confidence bands and hypothesis testing in varying-coefficient models
• Statistical estimation in varying coefficient models
• Variance estimation for semiparametric regression models by local averaging
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements

Cited in

(1)

• Variance estimation for semiparametric regression models by local averaging

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