Varying coefficient models are useful extensions of the classical linear models. Under the condition that the coefficient functions possess about the same degrees of smoothness, the model can easily be estimated via simple local regression. This leads to the one-step estimation procedure. In this pa
Nonparametric model check based on local polynomial fitting
โ Scribed by Zhenjun Liu; Thanasis Stengos; Qi Li
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 104 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0167-7152
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