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Averaged estimation of functional-coefficient regression models with different smoothing variables

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  • Zhang, Riquan
  • Li, Guoying

Abstract

The functional-coefficient regression models with different smoothing variables in different coefficient functions are discussed in this paper. The averaged estimates of coefficient functions are defined by averaging the sample on the initial value obtained by a local linear technique. Their asymptotic normality is studied. The efficiency of the proposed method is shown by a simulated example.

Suggested Citation

  • Zhang, Riquan & Li, Guoying, 2007. "Averaged estimation of functional-coefficient regression models with different smoothing variables," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 455-461, February.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:4:p:455-461
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    References listed on IDEAS

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    1. Cai, Zongwu & Fan, Jianqing & Yao, Qiwei, 2000. "Functional-coefficient regression models for nonlinear time series," LSE Research Online Documents on Economics 6314, London School of Economics and Political Science, LSE Library.
    2. J. Fan & J.‐T. Zhang, 2000. "Two‐step estimation of functional linear models with applications to longitudinal data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 303-322.
    3. Jianhua Z. Huang, 2002. "Varying-coefficient models and basis function approximations for the analysis of repeated measurements," Biometrika, Biometrika Trust, vol. 89(1), pages 111-128, March.
    4. Cai, Zongwu & Fan, Jianqing, 2000. "Average Regression Surface for Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 75(1), pages 112-142, October.
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    Cited by:

    1. Zehua Li & Xiaola Wu & Xicheng Wang & Haimin Zhong & Jiongtao Chen & Xu Ma, 2022. "Measurement and Analysis of Contribution Rate for China Rice Input Factors via a Varying-Coefficient Production Function Model," Agriculture, MDPI, vol. 12(9), pages 1-19, September.
    2. Byeong U. Park & Enno Mammen & Young K. Lee & Eun Ryung Lee, 2015. "Varying Coefficient Regression Models: A Review and New Developments," International Statistical Review, International Statistical Institute, vol. 83(1), pages 36-64, April.

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