Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
R Zhang, W Zhao, J Liu - Journal of Nonparametric Statistics, 2013 - Taylor & Francis
The semiparametric partially linear varying coefficient models (SPLVCM) are frequently
used in statistical modelling, but most existing methods were built on either the least-square …
used in statistical modelling, but most existing methods were built on either the least-square …
Local linear GMM estimation of functional coefficient IV models with an application to estimating the rate of return to schooling
We consider the local linear generalized method of moment (GMM) estimation of functional
coefficient models with a mix of discrete and continuous data and in the presence of …
coefficient models with a mix of discrete and continuous data and in the presence of …
Categorical semiparametric varying‐coefficient models
Semiparametric varying‐coefficient models have become a common fixture in applied data
analysis. Existing approaches, however, presume that those variables affecting the …
analysis. Existing approaches, however, presume that those variables affecting the …
Statistical inference for a single-index varying-coefficient model
L Xue, Z Pang - Statistics and Computing, 2013 - Springer
We investigate the estimators of parameters of interest for a single-index varying-coefficient
model. To estimate the unknown parameter efficiently, we first estimate the nonparametric …
model. To estimate the unknown parameter efficiently, we first estimate the nonparametric …
Nonparametric estimation of a time-varying GARCH model
N Rohan, TV Ramanathan - Journal of Nonparametric Statistics, 2013 - Taylor & Francis
In this paper, a non-stationary time-varying GARCH (tvGARCH) model has been introduced
by allowing the parameters of a stationary GARCH model to vary as functions of time. It is …
by allowing the parameters of a stationary GARCH model to vary as functions of time. It is …
Partial linear single index models with distortion measurement errors
We study partial linear single index models when the response and the covariates in the
parametric part are measured with errors and distorted by unknown functions of commonly …
parametric part are measured with errors and distorted by unknown functions of commonly …
[PDF][PDF] A new data set on bank competition
We estimate the degree of competition in the banking sectors of 148 countries worldwide
over the period 1997-2010. We employ three methods, namely those of Lerner (1934) …
over the period 1997-2010. We employ three methods, namely those of Lerner (1934) …
Variable selection for single-index varying-coefficient model
S Feng, L Xue - Frontiers of Mathematics in China, 2013 - Springer
We consider the problem of variable selection for single-index varying-coefficient model,
and present a regularized variable selection procedure by combining basis function …
and present a regularized variable selection procedure by combining basis function …
On a principal varying coefficient model
We propose a novel varying coefficient model (VCM), called principal varying coefficient
model (PVCM), by characterizing the varying coefficients through linear combinations of a …
model (PVCM), by characterizing the varying coefficients through linear combinations of a …
Profile empirical-likelihood inferences for the single-index-coefficient regression model
Z Huang, R Zhang - Statistics and Computing, 2013 - Springer
This article deals with a new profile empirical-likelihood inference for a class of frequently
used single-index-coefficient regression models (SICRM), which were proposed by Xia and …
used single-index-coefficient regression models (SICRM), which were proposed by Xia and …