Please use this identifier to cite or link to this item:
https://doi.org/10.1093/biomet/91.3.661
DC Field | Value | |
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dc.title | Efficient estimation for semivarying-coefficient models | |
dc.contributor.author | Xia, Y. | |
dc.contributor.author | Zhang, W. | |
dc.contributor.author | Tong, H. | |
dc.date.accessioned | 2014-10-28T05:11:41Z | |
dc.date.available | 2014-10-28T05:11:41Z | |
dc.date.issued | 2004 | |
dc.identifier.citation | Xia, Y., Zhang, W., Tong, H. (2004). Efficient estimation for semivarying-coefficient models. Biometrika 91 (3) : 661-681. ScholarBank@NUS Repository. https://doi.org/10.1093/biomet/91.3.661 | |
dc.identifier.issn | 00063444 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/105110 | |
dc.description.abstract | Motivated by two practical problems, we propose a new procedure for estimating a semivarying-coefficient model. Asymptotic properties are established which show that the bias of the parameter estimator is of order h3 when a symmetric kernel is used, where h is the bandwidth, and the variance is of order n-1 and efficient in the semiparametric sense. Undersmoothing is unnecessary for the root-n consistency of the estimators. Therefore, commonly used bandwidth selection methods can be employed. A model selection method is also developed. Simulations demonstrate how the proposed method works. Some insights are obtained into the two motivating problems by using the proposed models. © 2004 Biometrika Trust. | |
dc.source | Scopus | |
dc.subject | Efficient estimator | |
dc.subject | Local linear | |
dc.subject | Semivarying-coefficient model | |
dc.subject | Strong α-mixing | |
dc.subject | Varying-coefficient model | |
dc.type | Article | |
dc.contributor.department | STATISTICS & APPLIED PROBABILITY | |
dc.description.doi | 10.1093/biomet/91.3.661 | |
dc.description.sourcetitle | Biometrika | |
dc.description.volume | 91 | |
dc.description.issue | 3 | |
dc.description.page | 661-681 | |
dc.description.coden | BIOKA | |
dc.identifier.isiut | 000224077700011 | |
Appears in Collections: | Staff Publications |
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