scholarly journals Optimal Model Averaging of Varying Coefficient Models

2017 ◽  
Author(s):  
Cong Li ◽  
Qi Li ◽  
Jeffrey Racine
Keyword(s):  
Model Averaging ◽  
Varying Coefficient Models ◽  
Optimal Model ◽  
Varying Coefficient

Statistical Inference and Applications of Mixture of Varying Coefficient Models

2018 ◽  
Vol 45 (3) ◽  
pp. 618-643 ◽  
Author(s):  
Mian Huang ◽  
Weixin Yao ◽  
Shaoli Wang ◽  
Yixin Chen
Keyword(s):  
Statistical Inference ◽  
Varying Coefficient Models ◽  
Varying Coefficient

Empirical Likelihood Testing for Longitudinal Varying Coefficient Models

2014 ◽  
Vol 518 ◽  
pp. 356-360
Author(s):  
Chang Qing Liu
Keyword(s):  
Data Analysis ◽  
Empirical Likelihood ◽  
Real Data ◽  
Likelihood Method ◽  
Varying Coefficient Models ◽  
Empirical Likelihood Method ◽  
Real Data Analysis ◽  
Varying Coefficient ◽  
Testing Method

By using the empirical likelihood method, a testing method is proposed for longitudinal varying coefficient models. Some simulations and a real data analysis are undertaken to investigate the power of the empirical likelihood based testing method.

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