Two-step likelihood estimation procedure for varying-coefficient models
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 1347886 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 739534 (Why is no real title available?)
- Adaptive Varying-Coefficient Linear Models
- An Effective Bandwidth Selector for Local Least Squares Regression
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
- Functional-Coefficient Autoregressive Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Generalized Partially Linear Single-Index Models
- Local Estimating Equations
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
- Statistical estimation in varying coefficient models
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(22)- On two-step estimation for varying coefficient models
- Two-step estimation procedures for inhomogeneous shot-noise Cox processes
- SiZer inference for generalized varying coefficient models
- Functional coefficient instrumental variables models
- One-step estimation for varying coefficient models
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Location multiplicative error models with quasi maximum likelihood estimation
- A similarity-based approach to time-varying coefficient non-stationary autoregression
- An orthogonality-based estimation with two steps for varying coefficient mixed-effects models
- Functional-coefficient models for nonstationary time series data
- Quantile regression in varying coefficient models.
- Functional coefficient seasonal time series models with an application of Hawaii tourism data
- New efficient spline estimation for varying-coefficient models with two-step knot number selection
- Two step estimations for a single-index varying-coefficient model with longitudinal data
- Estimation on semivarying coefficient models with different degrees of smoothness
- Reducing component estimation for varying coefficient models
- Varying Coefficient Regression Models: A Review and New Developments
- Partially varying coefficient instrumental variables models
- An alternative bandwidth selection method for estimating functional coefficient models
- Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
- One-step estimation for varying coefficients models with unknown functions of different degrees of smoothness
- Efficient estimation in varying coefficient regression models
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