𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Smoothing spline estimation in varying-coefficient models

✍ Scribed by R. L. Eubank; Chunfeng Huang; Y. Muñoz Maldonado; Naisyin Wang; Suojin Wang; R. J. Buchanan


Book ID
111038870
Publisher
Blackwell Publishing
Year
2004
Tongue
English
Weight
220 KB
Volume
66
Category
Article
ISSN
0952-8385

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Two-Step Likelihood Estimation Procedure
✍ Zongwu Cai 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 179 KB

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