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

DOI10.1016/J.JMVA.2010.03.003zbMATH Open1189.62085OpenAlexW2085004395MaRDI QIDQ972894FDOQ972894

Authors 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 properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

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• Sliced Inverse Regression for Dimension Reduction
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• Variable selection in semiparametric regression modeling
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(24)

• Personalized treatment selection via the covariate-specific treatment effect curve for longitudinal data
• Estimation in generalised varying-coefficient models with unspecified link functions
• A two-step estimation approach for logistic varying coefficient modeling of longitudinal data
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
• Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data
• Robust MAVE for single-index varying-coefficient models
• Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
• Linear regression models with multiplicative distortions under new identifiability conditions
• Analysis of failure time using threshold regression with semi-parametric varying coefficients
• Efficient estimation of varying coefficient models with serially correlated errors
• Feature screening for generalized varying coefficient models with application to dichotomous responses
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
• Kernel meets sieve: post-regularization confidence bands for sparse additive model
• Inverse probability weighted estimators for single-index models with missing covariates
• SiZer inference for generalized varying coefficient models
• Generalized varying-coefficient additive model for locally stationary time series
• Varying Coefficient Regression Models: A Review and New Developments
• Local and global asymptotic inference in smoothing spline models
• The connection between cross-validation and Akaike information criterion in a semiparametric family
• Simultaneous confidence band for single-index random effects models with longitudinal data
• Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
• Simultaneous confidence bands and hypothesis testing in varying-coefficient models
• Structural identification and variable selection in high-dimensional varying-coefficient models
• SiZer inference for varying coefficient models

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