Efficient estimation for semivarying‐coefficient models

By Yingcun Xia, Wenyang Zhang, Howell Tong. 2004

147 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b7be80c2473e0fe1a5c6ede95e7169dbec79c0b1

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In Control and Systems Engineering

In Statistics and Probability

Citations in the corpus

Inference of time-varying regression models (2012, background): “, n, are independent and identically distributed; see [51] for the case with stationary mixing processes.”
A simple approach for varying-coefficient model selection (2009, methodology): “However, the modified cross validation criterion in Xia et al. (2004) increases the penalty against overfitting at a faster rate, and tends to erroneously estimate nonparametric coefficients as parametric ones, a price paid for better model selection result.”
Determination of linear components in additive models (2011, background): “See, for example, Hastie and Tibshirani (1990) for additive models; Hastie and Tibshirani (1993) , Cai, Fan, and Li (2000) , and Xia, Zhang, and Tong (2004) for varying-coefficient models, and Ichimura (1993) for single-index models.”
A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (2018, methodology): “The same data were used by Fan, Lin, and Zhou (2006), Morris, Norton, and Zhou (1994), and Xie, Wan, and Zhou (2015) in their studies.”
ADAPTIVE SEMI-VARYING COEFFICIENT MODEL SELECTION (2012, methodology): “If the constant coefficients are ideally specified, (2.2) becomes a standard semi-varying-coefficient model that can be estimated by some existing methods; see Fan and Huang (2005) or Xia, Zhang, and Tong (2004).”
A UNIFIED VARIABLE SELECTION APPROACH FOR VARYING COEFFICIENT MODELS (2012, methodology): “The results of mCV and COSSO are from Xia, Zhang, and Tong (2004) and Leng (2009).”
Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (2013, methodology): “Xie and Huang (2009) discussed SCAD-penalized regression in partially linear models, which is a special case of SPLVCM. Zhao and Xue (2009) investigated a selection procedure via SCAD which can select parametric components and nonparametric components simultaneously based on B-spline for SPLVCM. In ”