Statistical Methods with Varying Coefficient Models.

By Jianqing Fan, Wenyang Zhang. Statistics and its Interface, 2008

472 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/975f7e9163a14ba8696f5d2711936427dcc12400

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In Statistics and Probability

Citations in the corpus

Functional Varying Coefficient Models for Longitudinal Data (2010, methodology): “Fixing t = t0, utilizing the linear relationship between X(t) and Y (t) at t = t0 and using the smoothness of β1, a standard method for fitting varying coefficient models (Fan and Zhang, 2008) is to minimize ∑ i ∑ j(V C ij − θU ij )(2)Kh(Tij − t0) with respect to θ, obtaining β̂1(t0) = θ̂.”
Functional Data Analysis (2016, methodology): “…procedure, one-step smoothing methods have been also studied (Hoover et al. 1998; Wu & Chiang 2000; Eggermont, Eubank & LaRiccia 2010; Huang, Wu & Zhou 2002), as well as hypothesis testing and conﬁdence bands (Wu, Chiang & Hoover 1998; Huang, Wu & Zhou 2004), with review in Fan & Zhang (2008).”
Varying Index Coefficient Models (2015, unknown): “Following the same techniques employed in Fan and Zhang (2008), it can be proved that the oracle estimator m̃LL,1(u1, β 0) has the asymptotic distribution and convergence rate given in Theorem 3.”
ADAPTIVE SEMI-VARYING COEFFICIENT MODEL SELECTION (2012, methodology): “These include the shooting algorithm (Fu (1998); Yuan and Lin (2006)), local quadratic approximation (Fan and Li (2001)), least angle regression (Efron et al.”
Very‐short‐term probabilistic forecasting of wind power with generalized logit–normal distributions (2012, background): “Recent developments on conditional parametric and the more general varying-coefficient models are reported in Fan and Zhang (2008). The most obvious choice for ω is wind direction, since it directly induces shadowing effects within the wind parks, thus affecting the dynamic response of a wind park t”
Varying Coefficient Regression Models: A Review and New Developments (2015, background): “They arise in many real applications, see Hastie & Tibshirani (1993) and Fan & Zhang (2008) for various applications of the models.”