Efficient estimation for the heteroscedastic single-index varying coefficient models

Statistics & Probability Letters ◽

10.1016/j.spl.2015.12.005 ◽

2016 ◽

Vol 110 ◽

pp. 84-93 ◽

Author(s):

Peng Lai ◽

Qingzhao Zhang ◽

Heng Lian ◽

Qihua Wang

Keyword(s):

Efficient Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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A robust and efficient estimation method for single-index varying-coefficient models

Statistics & Probability Letters ◽

10.1016/j.spl.2014.07.011 ◽

2014 ◽

Vol 94 ◽

pp. 119-127 ◽

Author(s):

Hu Yang ◽

Chaohui Guo ◽

Jing Lv

Keyword(s):

Estimation Method ◽

Efficient Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Efficient estimation of partially linear varying coefficient models

Economics Letters ◽

10.1016/j.econlet.2013.07.010 ◽

2013 ◽

Vol 121 (1) ◽

pp. 79-81 ◽

Author(s):

Wei Long ◽

Min Ouyang ◽

Ying Shang

Keyword(s):

Efficient Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Partially Linear

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Efficient Estimation and Inferences for Varying-Coefficient Models

Journal of the American Statistical Association ◽

10.1080/01621459.2000.10474280 ◽

2000 ◽

Vol 95 (451) ◽

pp. 888-902 ◽

Author(s):

Zongwu Cai ◽

Jianqing Fan ◽

Runze Li

Keyword(s):

Efficient Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient

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Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2014.01.004 ◽

2014 ◽

Vol 126 ◽

pp. 100-113 ◽

Author(s):

Seong J. Yang ◽

Byeong U. Park

Keyword(s):

Efficient Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Partially Linear

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Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors

10.1080/02331888.2021.1980794 ◽

2021 ◽

pp. 1-24

Author(s):

Zhensheng Huang ◽

Wen Lou ◽

Shuyu Meng

Keyword(s):

Measurement Errors ◽

Statistical Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2013.795593 ◽

2014 ◽

Vol 44 (4) ◽

pp. 892-901

Author(s):

Chuan-Hua Wei ◽

Li-Jie Wan ◽

Chun-Ling Liu

Keyword(s):

Efficient Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Partially Linear

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Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-015-0491-3 ◽

2015 ◽

Vol 31 (3) ◽

pp. 643-664 ◽

Author(s):

Rui Li ◽

Xian Zhou

Keyword(s):

Variable Selection ◽

Dynamic Panel Data ◽

Efficient Estimation ◽

Varying Coefficient Models ◽

Dynamic Panel ◽

Varying Coefficient ◽

Partially Linear

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Robust modal estimation and variable selection for single-index varying-coefficient models

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2015.1069346 ◽

2016 ◽

Vol 46 (4) ◽

pp. 2976-2997

Author(s):

Jing Yang ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Single Index ◽

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Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data

Statistica Sinica ◽

10.5705/ss.202020.0063 ◽

2022 ◽

Author(s):

Huazhen Lin ◽

Jiaxin Liu ◽

Haoqi Li ◽

Lixian Pan ◽

Yi Li

Keyword(s):

Large Scale ◽

Efficient Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Large Scale Data ◽

Variance Functions ◽

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Efficient estimation of varying coefficient models with serially correlated errors

Statistical Methodology ◽

10.1016/j.stamet.2016.05.005 ◽

2016 ◽

Vol 32 ◽

pp. 161-184

Author(s):

Xiaojuan Kang ◽

Tizheng Li

Keyword(s):

Efficient Estimation ◽

Varying Coefficient Models ◽

Correlated Errors ◽

Varying Coefficient

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