Eubank, R. L.; Huang, Chunfeng; Maldonado, Y. Muñoz; … - In: Journal of the Royal Statistical Society Series B 66 (2004) 3, pp. 653-667
Smoothing spline estimators are considered for inference in varying-coefficient models with one effect modifying covariate. Bayesian 'confidence intervals' are developed for the coefficient curves and efficient computational methods are derived for computing the curve estimators, fitted values,...