Statistical estimation in varying coefficient models

Annals of Statistics

Volumn 27, Issue 5, 1999, Pages 1491-1518

  Fan, Jianqing ^a   Zhang, Wenyang ^b  

^a University of North Carolina at Chapel Hill   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Local linear fit; Mean squared errors; Optimal rate of convergence; Varying coefficient models

Indexed keywords

EID: 0033233728     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1017939139     Document Type: Article

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