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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
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, … - 2005
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...
Persistent link: https://www.econbiz.de/10010274110
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Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Hardle, Wolfgang - In: Journal of the American Statistical Association 101 (2006) September, pp. 1212-1227
Persistent link: https://www.econbiz.de/10005238785
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Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2005
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...
Persistent link: https://www.econbiz.de/10005677957
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Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2005
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...
Persistent link: https://www.econbiz.de/10005861878
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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
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Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration
Yang, Lijian - 2017
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...
Persistent link: https://www.econbiz.de/10012966219
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Theory and Methods - 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) 475, pp. 1212-1227
Persistent link: https://www.econbiz.de/10007292882
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Robust estimation of additive boundaries with quantile regression and shape constraints
Fang, Yan; Xue, Lan; Martins-Filho, Carlos; Yang, Lijian - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 615-628
Persistent link: https://www.econbiz.de/10013534015