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Projection-type estimation for varying coefficient regression models

In this paper we introduce new estimators of the coefficient functions in the varying coefficient regression model. The proposed estimators are obtained by projecting the vector of the full-dimensional kernel-weighted local polynomial estimators of the coefficient functions onto a Hilbert space with...

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Main Authors: Lee, Young K. (Author) , Mammen, Enno (Author) , Park, Byeong U. (Author)
Format: Article (Journal)
Language:English
Published: 20 January 2012
In: Bernoulli
Year: 2012, Volume: 18, Issue: 1, Pages: 177-205
ISSN:1573-9759
DOI:10.3150/10-BEJ331
Online Access:Verlag, Volltext: http://dx.doi.org/10.3150/10-BEJ331
Verlag, Volltext: https://projecteuclid.org/euclid.bj/1327068622
Verlag, Volltext: https://projecteuclid.org/download/pdfview_1/euclid.bj/1327068622
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Author Notes:Young K. Lee, Enno Mammen, Byeong U. Park

MARC

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