Projection-type estimation for varying coefficient regression models

Bernoulli

Volumn 18, Issue 1, 2012, Pages 177-205

  Lee, Young K ^a   Mammen, Enno ^b   Park, Byeong U ^c  

^a Kangwon National University   (South Korea)

^b UNIVERSITY OF MANNHEIM   (Germany)

^c Seoul National University   (South Korea)

Author keywords

Kernel smoothing; Local polynomial regression; Marginal integration; Oracle properties; Smooth backfitting; Varying coefficient models

Indexed keywords

EID: 84863036272     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ331     Document Type: Article

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