regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate …

Estimation …

; Asymptotic optimality ; Functional estimation ; Laplacian ; Local quadratic regression ; Second derivatives ; Within bias trade …

dealing with more than one lag. When the mean has an additive structure, however, better estimation methods are available … estimation of the conditional mean, it is equally if not more important to measure the future risk of the series along with the … interpretation of each lagged value's influence on such a function. In this paper we consider the joint estimation of both the …

reducing the problem of estimating a multivariate regression function to the estimation of its univariate components …. Estimation of these univariate functions, however, can suffer inaccuracy if the data set is contaminated with extreme …

outliers whose detection and removal are particularly difficult to achieve in high dimension. We propose an estimation …