Jiang, Qian; Wang, Hansheng; Xia, Yingcun; Jiang, Guohua - In: Journal of the American Statistical Association 108 (2013) 501, pp. 228-236
We propose a novel varying coefficient model (VCM), called principal varying coefficient model (PVCM), by characterizing the varying coefficients through linear combinations of a few principal functions. Compared with the conventional VCM, PVCM reduces the actual number of nonparametric...