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Efficient estimation for semivarying-coefficient models

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  1. C. A. Ferguson & A. W. Bowman & E. M. Scott & L. Carvalho, 2007. "Model comparison for a complex ecological system," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(3), pages 691-711, July.
  2. Peng, Heng & Xie, Chuanlong & Zhao, Jingxin, 2021. "Fast inference for semi-varying coefficient models via local averaging," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
  3. Hu, Xuemei, 2017. "Semi-parametric inference for semi-varying coefficient panel data model with individual effects," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 262-281.
  4. Richard M. Huggins & Peter Hall & Paul S. F. Yip & Quang M. Bui, 2007. "Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong," Biometrics, The International Biometric Society, vol. 63(3), pages 708-713, September.
  5. Jing Sun & Lu Lin, 2014. "Local rank estimation and related test for varying-coefficient partially linear models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 187-206, March.
  6. Wongsa-art, Pipat & Kim, Namhyun & Xia, Yingcun & Moscone, Francesco, 2024. "Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England," Regional Science and Urban Economics, Elsevier, vol. 106(C).
  7. Mingqiu Wang & Peixin Zhao & Xiaoning Kang, 2020. "Structure identification for varying coefficient models with measurement errors based on kernel smoothing," Statistical Papers, Springer, vol. 61(5), pages 1841-1857, October.
  8. Kangning Wang & Lu Lin, 2019. "Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data," Statistical Papers, Springer, vol. 60(5), pages 1649-1676, October.
  9. Jialiang Li & Wenyang Zhang & Zhengxiao Wu, 2011. "Optimal zone for bandwidth selection in semiparametric models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(3), pages 701-717.
  10. Tadao Hoshino, 2013. "Estimation of the preference heterogeneity within stated choice data using semiparametric varying-coefficient methods," Empirical Economics, Springer, vol. 45(3), pages 1129-1148, December.
  11. Rong Chen & Hua Liang & Jing Wang, 2011. "Determination of linear components in additive models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(2), pages 367-383.
  12. Jun Zhang & Zhenghui Feng & Peirong Xu & Hua Liang, 2017. "Generalized varying coefficient partially linear measurement errors models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 97-120, February.
  13. Li, Gaorong & Feng, Sanying & Peng, Heng, 2011. "A profile-type smoothed score function for a varying coefficient partially linear model," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 372-385, February.
  14. Zhensheng Huang, 2011. "Empirical likelihood for generalized partially linear varying-coefficient models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(6), pages 1265-1275, May.
  15. Lian, Heng & Meng, Jie & Zhao, Kaifeng, 2015. "Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 81-103.
  16. Lili Yue & Gaorong Li & Heng Lian, 2019. "Identification and estimation in quantile varying-coefficient models with unknown link function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1251-1275, December.
  17. Li, Jialiang & Xia, Yingcun & Palta, Mari & Shankar, Anoop, 2009. "Impact of unknown covariance structures in semiparametric models for longitudinal data: An application to Wisconsin diabetes data," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4186-4197, October.
  18. Tadao Hoshino, 2018. "Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 160-172, January.
  19. Lin, Cunjie & Zhou, Yong, 2016. "Semiparametric varying-coefficient model with right-censored and length-biased data," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 119-144.
  20. Zhao, Weihua & Jiang, Xuejun & Lian, Heng, 2018. "A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 127(C), pages 269-280.
  21. Tang Qingguo, 2015. "Robust estimation for spatial semiparametric varying coefficient partially linear regression," Statistical Papers, Springer, vol. 56(4), pages 1137-1161, November.
  22. Tang Qingguo, 2013. "B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(2), pages 361-378, June.
  23. Degui Li & Jia Chen & Zhengyan Lin, 2009. "Variable selection in partially time-varying coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 553-566.
  24. Jia Chen & Degui Li & Yingcun Xia, 2015. "New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models," Discussion Papers 15/17, Department of Economics, University of York.
  25. Jin-Guan Lin & Yan-Yong Zhao & Hong-Xia Wang, 2015. "Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(11), pages 2432-2448, November.
  26. Zhou, Ling & Lin, Huazhen & Chen, Kani & Liang, Hua, 2019. "Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models," Journal of Econometrics, Elsevier, vol. 213(2), pages 593-607.
  27. Lam, Clifford & Fan, Jianqing, 2008. "Profile-kernel likelihood inference with diverging number of parameters," LSE Research Online Documents on Economics 31548, London School of Economics and Political Science, LSE Library.
  28. Yao, Weixin, 2013. "A note on EM algorithm for mixture models," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 519-526.
  29. Kim, Young-Ju, 2013. "A partial spline approach for semiparametric estimation of varying-coefficient partially linear models," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 181-187.
  30. Huang, Zhensheng & Zhou, Zhangong & Jiang, Rong & Qian, Weimin & Zhang, Riquan, 2010. "Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 497-504, March.
  31. Li, Yujie & Li, Gaorong & Lian, Heng & Tong, Tiejun, 2017. "Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 133-150.
  32. Zhao, Yan-Yong & Lin, Jin-Guan & Xu, Pei-Rong & Ye, Xu-Guo, 2015. "Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 204-221.
  33. Sanying Feng & Liugen Xue, 2014. "Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(1), pages 121-140, February.
  34. Noh, Hohsuk & Van Keilegom, Ingrid, 2012. "Efficient Model Selection in Semivarying Coefficient Models," LIDAM Discussion Papers ISBA 2012025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  35. Zhang, Ting, 2015. "Semiparametric model building for regression models with time-varying parameters," Journal of Econometrics, Elsevier, vol. 187(1), pages 189-200.
  36. Xuemei Hu & Xiaohui Liu, 2013. "Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(1), pages 161-180, March.
  37. Zhang, Wenyang & Li, Degui & Xia, Yingcun, 2015. "Estimation in generalised varying-coefficient models with unspecified link functions," Journal of Econometrics, Elsevier, vol. 187(1), pages 238-255.
  38. Zhao, Weihua & Zhang, Riquan & Liu, Jicai & Hu, Hongchang, 2015. "Robust adaptive estimation for semivarying coefficient models," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 132-141.
  39. Yan Sun & Jialiang Li & Wenyang Zhang, 2012. "Estimation and model selection in a class of semiparametric models for cluster data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 835-856, August.
  40. Li, Gaorong & Lin, Lu & Zhu, Lixing, 2012. "Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 85-111.
  41. Fang Lu & Jing Yang & Xuewen Lu, 2022. "One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data," Empirical Economics, Springer, vol. 62(6), pages 2645-2671, June.
  42. Wang, Qihua & Xue, Liugen, 2011. "Statistical inference in partially-varying-coefficient single-index model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 1-19, January.
  43. Weihua Zhao & Riquan Zhang & Jicai Liu & Yazhao Lv, 2014. "Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(1), pages 165-191, February.
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