Simultaneous confidence band and hypothesis test in generalised varying-coefficient models

DOI10.1016/j.jmva.2010.03.003zbMath1189.62085OpenAlexW2085004395MaRDI QIDQ972894

Wenyang Zhang, Heng Peng

Publication date: 21 May 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.03.003

zbMATH Keywords

hypothesis testsimultaneous confidence bandgeneralised varying-coefficient modelslocal linear modellinggeneralised likelihood ratio test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

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