Zhao, Weihua; Zhang, Riquan; Liu, Jicai; Hu, Hongchang - In: Statistics & Probability Letters 97 (2015) C, pp. 132-141
A novel and robust method is proposed by combining the idea of the modal regression estimation (Yao et al., 2012) and spline based shrinkage estimation method (Lian, 2012). The newly proposed method can simultaneously estimate and separate constant coefficients from varying coefficients and its...