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Local Polynomial Fitting in Semivarying Coefficient Model by Wenyang Zhang; Sik-Yum Lee; Xinyuan Song is a Mathematics article available to read on EtoBox.

What is Local Polynomial Fitting in Semivarying Coefficient Model about?

Varying coefficient models are useful extensions of the classical linear models. Under the condition that the coefficient functions possess about the same degrees of smoothness, the model can easily be estimated via simple local regression. This leads to the one-step estimation procedure. In this paper, we consider a semivarying coefficient model which is an extension of the varying coefficient model, which is called the semivarying-coefficient model. Procedures for estimation of the linear part and the nonparametric part are developed and their associated statistical properties are studied. The proposed methods are illustrated by some simulation studies and a real example.

Who reads Local Polynomial Fitting in Semivarying Coefficient Model?

Author

Wenyang Zhang; Sik-Yum Lee; Xinyuan Song

Publisher

Elsevier Science; Elsevier ; Elsevier Inc.; Elsevier BV (ISSN 0047-259X)

Published

2002

Language

EN

Field

Mathematics (Physical Sciences)