One of the advantages for the varying-coefficient model is to allow the coefficients to vary as smooth functions of other variables and the model can be estimated easily through a simple local quasi-likelihood method. This leads to a simple one-step estimation procedure. We show that such a one-step
β¦ LIBER β¦
Empirical likelihood for the varying-coefficient single-index model
β Scribed by Zhensheng Huang; Riquan Zhang
- Publisher
- John Wiley and Sons
- Year
- 2010
- Tongue
- French
- Weight
- 200 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0319-5724
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