Adaptive varying co-efficient linear models
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- Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003. "Adaptive varying‐coefficient linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 57-80, February.
- Zongwu Cai & Jianqin Fan & Qiwei Yao, 2000. "Adaptive Varying-Coefficient Linear Models," STICERD - Econometrics Paper Series 388, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Fan, Jianqing & Yao, Qiwei & Cai, Zongwu, 2000. "Adaptive varying-coefficient linear models," LSE Research Online Documents on Economics 6865, London School of Economics and Political Science, LSE Library.
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Keywords
akaike information criterion; back-fitting algorithm; generalised cross-validation; local linear regression; local significant variable selection; one-step estimation; smoothing index.;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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