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
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hypothesis testsimultaneous confidence bandgeneralised varying-coefficient modelslocal linear modellinggeneralised likelihood ratio test
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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Cited In (24)
- Generalized varying-coefficient additive model for locally stationary time series
- SiZer inference for generalized varying coefficient models
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
- A two-step estimation approach for logistic varying coefficient modeling of longitudinal data
- Analysis of failure time using threshold regression with semi-parametric varying coefficients
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- Inverse probability weighted estimators for single-index models with missing covariates
- Personalized treatment selection via the covariate-specific treatment effect curve for longitudinal data
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Structural identification and variable selection in high-dimensional varying-coefficient models
- Simultaneous confidence band for single-index random effects models with longitudinal data
- The connection between cross-validation and Akaike information criterion in a semiparametric family
- Varying Coefficient Regression Models: A Review and New Developments
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
- Linear regression models with multiplicative distortions under new identifiability conditions
- Estimation in generalised varying-coefficient models with unspecified link functions
- Kernel meets sieve: post-regularization confidence bands for sparse additive model
- SiZer inference for varying coefficient models
- Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data
- Local and global asymptotic inference in smoothing spline models
- Robust MAVE for single-index varying-coefficient models
- Efficient estimation of varying coefficient models with serially correlated errors
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