메뉴 건너뛰기




Volumn 52, Issue 3, 2008, Pages 1458-1476

Varying-coefficient single-index model

Author keywords

Asymptotic theory; Average method; Back fitting technique; Local linear method; Partially linear single index model; Semivarying coefficient model

Indexed keywords

COMPUTER SIMULATION; DATA ACQUISITION; NUMERICAL METHODS; PARAMETER ESTIMATION;

EID: 35548975192     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.04.008     Document Type: Article
Times cited : (47)

References (21)
  • 1
    • 84950771789 scopus 로고
    • Estimating optimal transformation for multiple regression and correlation (with discussion)
    • Breiman L., and Friedman J.H. Estimating optimal transformation for multiple regression and correlation (with discussion). J. Amer. Statist. Assoc. 80 (1985) 580-619
    • (1985) J. Amer. Statist. Assoc. , vol.80 , pp. 580-619
    • Breiman, L.1    Friedman, J.H.2
  • 2
    • 2242466770 scopus 로고    scopus 로고
    • Function-coefficient regression models for nonlinear time series
    • Cai Z., Fan J., and Yao Q. Function-coefficient regression models for nonlinear time series. J. Amer. Statist. Assoc. 95 451 (2000) 941-956
    • (2000) J. Amer. Statist. Assoc. , vol.95 , Issue.451 , pp. 941-956
    • Cai, Z.1    Fan, J.2    Yao, Q.3
  • 4
    • 21144469069 scopus 로고
    • Function-coefficient autoregressive models
    • Chen R., and Tsay S. Function-coefficient autoregressive models. J. Amer. Statist. Assoc. 88 (1993) 298-308
    • (1993) J. Amer. Statist. Assoc. , vol.88 , pp. 298-308
    • Chen, R.1    Tsay, S.2
  • 6
    • 0141464871 scopus 로고    scopus 로고
    • Adaptive varying-coefficient linear models
    • Fan J., Yao Q., and Cai Z. Adaptive varying-coefficient linear models. J. Roy. Statist. Soc. B 65 (2003) 57-80
    • (2003) J. Roy. Statist. Soc. B , vol.65 , pp. 57-80
    • Fan, J.1    Yao, Q.2    Cai, Z.3
  • 7
    • 0002432565 scopus 로고
    • Multivariate adaptive regression splines (with discuss)
    • Friedman J.H. Multivariate adaptive regression splines (with discuss). Ann. Statist. 19 (1991) 1-141
    • (1991) Ann. Statist. , vol.19 , pp. 1-141
    • Friedman, J.H.1
  • 9
    • 80053096906 scopus 로고
    • Smoothing spline ANOVA with component-wise Bayesian "confidence intervals"
    • Gu C., and Wahba G. Smoothing spline ANOVA with component-wise Bayesian "confidence intervals". J. Comput. Graph. Statist. 2 (1993) 97-117
    • (1993) J. Comput. Graph. Statist. , vol.2 , pp. 97-117
    • Gu, C.1    Wahba, G.2
  • 10
    • 0002470428 scopus 로고
    • Investigating smooth multiple regression by the method of average derivatives
    • Härdle W., and Stoker T.M. Investigating smooth multiple regression by the method of average derivatives. J. Amer. Statist. Assoc. 84 (1989) 986-995
    • (1989) J. Amer. Statist. Assoc. , vol.84 , pp. 986-995
    • Härdle, W.1    Stoker, T.M.2
  • 11
    • 21144469983 scopus 로고
    • Optimal smoothing in single-index models
    • Härdle W., Hall P., and Ichimura H. Optimal smoothing in single-index models. Ann. Statist. 21 (1993) 157-178
    • (1993) Ann. Statist. , vol.21 , pp. 157-178
    • Härdle, W.1    Hall, P.2    Ichimura, H.3
  • 13
    • 0001257006 scopus 로고
    • Varying-coefficient models
    • Hastie T., and Tibshirani R. Varying-coefficient models. Roy. Statist. Soc. 55 4 (1993) 757-796
    • (1993) Roy. Statist. Soc. , vol.55 , Issue.4 , pp. 757-796
    • Hastie, T.1    Tibshirani, R.2
  • 14
    • 33746302303 scopus 로고    scopus 로고
    • Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
    • Hoover D.R., Rice J.A., Wu C.O., and Yang L.P. Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data. Biometrika 85 (1998) 809-822
    • (1998) Biometrika , vol.85 , pp. 809-822
    • Hoover, D.R.1    Rice, J.A.2    Wu, C.O.3    Yang, L.P.4
  • 15
    • 34147179996 scopus 로고    scopus 로고
    • Ip, W., Wong, H., Zhang, R.Q., 2007. Generalized likelihood ratio tests for varying-coefficient models with different smoothing variables. Comput. Statist. Data Anal. 51, 4543-4561.
  • 16
    • 0031484203 scopus 로고    scopus 로고
    • Polynomial splines and their tensor products in extended linear modeling
    • Stone C.J., Hansen M., Kooperberg C., and Truong Y.K. Polynomial splines and their tensor products in extended linear modeling. Ann. Statist. 25 (1997) 1371-1470
    • (1997) Ann. Statist. , vol.25 , pp. 1371-1470
    • Stone, C.J.1    Hansen, M.2    Kooperberg, C.3    Truong, Y.K.4
  • 17
    • 35548955731 scopus 로고    scopus 로고
    • Wahba, G., 1984. Partial spline models for semiparametric estimation of functions of several variables. In: Statistical analysis of Time Series, Proceedings of the Japan U.S. Joint Seminar, Tokyo, Institute of Statistical Mathematics, Tokyo, pp. 319-329.
  • 19
    • 0011336701 scopus 로고    scopus 로고
    • On extended partially linear single-index models
    • Xia Y., Tong H., and Li W.K. On extended partially linear single-index models. Biometrika 86 4 (1999) 831-842
    • (1999) Biometrika , vol.86 , Issue.4 , pp. 831-842
    • Xia, Y.1    Tong, H.2    Li, W.K.3
  • 20
    • 33745403182 scopus 로고    scopus 로고
    • Integrated estimation of functional-coefficient regression models with different smoothing variables
    • Zhang R.Q., and Li G.Y. Integrated estimation of functional-coefficient regression models with different smoothing variables. Commun. Statist.-Theory Methods 35 6 (2006) 1093-1100
    • (2006) Commun. Statist.-Theory Methods , vol.35 , Issue.6 , pp. 1093-1100
    • Zhang, R.Q.1    Li, G.Y.2
  • 21
    • 0036331423 scopus 로고    scopus 로고
    • Local polynomial fitting semivarying coefficient model
    • Zhang W., Lee S., and Song X. Local polynomial fitting semivarying coefficient model. J. Multivariate Anal. 82 (2002) 166-188
    • (2002) J. Multivariate Anal. , vol.82 , pp. 166-188
    • Zhang, W.1    Lee, S.2    Song, X.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.