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Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

Persistent link: https://www.econbiz.de/10001715636

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - 2005

Persistent link: https://www.econbiz.de/10003323041

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1212-1227

Persistent link: https://www.econbiz.de/10003375980

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

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 …

Persistent link: https://www.econbiz.de/10009627286