Efficient model selection in semivarying coefficient models
نویسندگان
چکیده
منابع مشابه
Estimation on semivarying coefficient models with different degrees of smoothness
Abstract Semivarying coefficient models are frequently used in statistical models. In this paper, under the condition that the coefficient functions possess different degrees of smoothness, a two-step method is proposed. In the case, one-step method for the smoother coefficient functions cannot be optimal. This drawback can be repaired by using the two-step estimation procedure. The asymptotic ...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2012
ISSN: 1935-7524
DOI: 10.1214/12-ejs762