Cao, Yanrong; Lin, Haiqun; Wu, Tracy Z.; Yu, Yan - In: Computational Statistics & Data Analysis 54 (2010) 4, pp. 891-905
The functional coefficient regression models assume that the regression coefficients vary with some "threshold" variable, providing appreciable flexibility in capturing the underlying dynamics in data and avoiding the so-called "curse of dimensionality" in multivariate nonparametric estimation....