Adaptive varying‐coefficient linear models

By Jianqing Fan, Qiwei Yao, Zongwu Cai. 2003

241 citations recorded by the source corpus.

Subfields: Analytical Chemistry, Artificial Intelligence, Control and Systems Engineering

View Paper: https://www.semanticscholar.org/paper/10b3edb9ee7fdbc6c1a4e52df46dc9041e56f049

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Citations in the corpus

Empirical likelihood for single-index varying-coefficient models (2012, background): “, Fan, Yao and Cai [9], Lu, Tjøstheim and Yao [15]).”
Varying Index Coefficient Models (2015, methodology): “We begin by noting that in the VICM (2), the loading coefficient vectors β l vary with X-covariates as opposed to a common loading coefficient vector assumed in the single-index coefficient model (SICM) proposed by Xia and Li (1999), Fan, Yao, and Cai (2003), and Xue and Wang (2012).”
SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (2010, background): “Cai, Fan, and Yao (2000) and Fan, Yao, and Cai (2003) have further extended varying coefficient models to dependent data settings, and Cai, Das, Xiong, and Wu (2006) allowed for endogenous regressors in a varying coefficient model and proposed a semiparametric instrumental variable estimation…”
Generalized Gaussian Process Regression Model for Non-Gaussian Functional Data (2014, methodology): “…the problem; examples include dimension-reduction methods, the additive model (see, e.g., Hastie and Tibshirani 1990), varyingcoefficient model (see, e.g., Fan and Zhang 2000; Fan et al. 2003; Şentürk and Müller 2008), and the neural network model (see, e.g., Cheng and Titterington 1994).”
Time Series Modelling With Semiparametric Factor Dynamics (2009, unknown): “It is different from varying-coefficient models, such as in Fan, Yao, and Cai (2003) and Yang, Park, Xue, and Härdle (2006), because Zt is unobservable.”
Estimation of the covariance matrix of random effects in longitudinal studies (2007, background): “There is a growing literature addressing this kind of model, which includes Hastie and Tibshirani [12], Xia and Li [29], Cai, Fan and Li [1], Zhang, Lee and Song [32], Fan, Yao and Cai [9] and the references therein.”
Generalized varying coefficient models for longitudinal data (2008, methodology): “Therefore, we use a variation of the backward stepwise deletion technique of Fan et al. (2003) for our implementation.”
Functional Additive Models (2008, background): “…irregular, and noisy data (Yao, Müller, and Wang 2005b); varying-coefficient functional models (Malfait and Ramsay 2003; Fan and Zhang 2000; Fan, Yao, and Cai 2003); wavelet-based functional models (Morris, Vannucci, Brown, and Carroll 2003); and multipleindex models (James and Silverman…”
Partially functional linear regression in high dimensions (2016, methodology): “…nloaded from https://academ ic.oup.com /biom et/article/103/1/147/2389939 by Peking U niversity user on 01 Septem ber 2020 models (Fan & Zhang, 2000; Fan et al., 2003), wavelet-based functional models (Morris et al., 2003), functional additive models (Müller & Yao, 2008) and quadratic models…”
Inference of time-varying regression models (2012, background): “[17] proposed an extended AIC for choosing locally significant variables.”
Statistical Methods with Varying Coefficient Models. (2008, methodology): “To take this and estimability into consideration, Fan et al. (2003) proposed the following timevarying coefficient model: This is an extension of the CKLS model when all varying coefficients are indeed constant.”
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models (2008, unknown): “Usually, Ut can be chosen based on the knowledge of data or economic theory, or may be chosen using data-driven methods, as done by Fan et al. (2003), if no prior information is available.”