Penalized spline estimation for functional coefficient regression models

DOI10.1016/j.csda.2009.09.036zbMath1464.62035DBLPjournals/csda/CaoLWY10OpenAlexW2057466912WikidataQ34822831 ScholiaQ34822831MaRDI QIDQ962336

Yanrong Cao, Tracy Zhou Wu, Haiqun Lin, Yan Yu

Publication date: 6 April 2010

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

Full work available at URL: http://europepmc.org/articles/pmc3080050

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)

Related Items (5)

Optimum smoothing parameter selection for penalized least squares in form of linear mixed effect models ⋮ High-dimensional black-box optimization under uncertainty ⋮ Forecasting in nonlinear univariate time series using penalized splines ⋮ Single-index coefficient models for nonlinear time series ⋮ Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood

Uses Software

• SemiPar

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A statistical perspective on ill-posed inverse problems (with discussion)
• Multivariate adaptive regression splines
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Smoothing and mixed models
• A Note on Penalized Spline Smoothing With Correlated Errors
• Flexible Parsimonious Smoothing and Additive Modeling
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Semiparametric Regression
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Functional-Coefficient Autoregressive Models
• Nonparametric Multistep-Ahead Prediction in Time Series Analysis
• Spline-Based Tests in Survival Analysis
• Nonparametric regression in the presence of measurement error
• Miscellanea. On the optimal amount of smoothing in penalised spline regression
• Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
• Nonlinear and Nonparametric Regression and Instrumental Variables

This page was built for publication: Penalized spline estimation for functional coefficient regression models