Generalized likelihood ratio test for varying-coefficient models with different smoothing variables

Computational Statistics and Data Analysis

Volumn 51, Issue 9, 2007, Pages 4543-4561

  Ip, Wai Cheung ^a   Wong, Heung ^a   Zhang, Riquan ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b EAST CHINA NORMAL UNIVERSITY   (China)

Author keywords

Different smoothing variables; Efficient estimator; Generalized likelihood ratio test; Varying coefficient models; Wilks phenomenon

Indexed keywords

ASYMPTOTIC ANALYSIS; FUNCTION EVALUATION; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD; METHOD OF MOMENTS; STATISTICAL TESTS;

ASYMPTOTIC POWER; COEFFICIENT FUNCTIONS; GENERALIZED LIKELIHOOD RATIO (GLR); MULTIVARIATE NONPARAMETRIC FITTING; NONPARAMETRIC HYPOTHESIS TESTING; VARYING COEFFICIENT MODELS;

CURVE FITTING;

EID: 34147179996     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.07.027     Document Type: Article

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