Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - 2005
SFB 649 Discussion Paper 2005-047
Estimation and Testing
for Varying Coefficients
in …
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Estimation and Testing for Varying Coe–cients in
Additive Models with Marginal Integration … estimated at 1=pn-rate of convergence.
A formal testing procedure is proposed in Section 3 for determining the constancy of co …