Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors

Authors :: Yong Zhou
Yuze Yuan
Source :: Journal of Statistical Computation and Simulation. 91:3029-3047
Publication Year :: 2021
Publisher :: Informa UK Limited, 2021.
Abstract: An adaptive-weighted estimation procedure for parametric and nonparametric coefficients in semi-varying coefficient models with heteroscedastic errors is considered in this paper. Firstly, we prese...

Subjects :: Statistics and Probability
Estimation
Statistics::Theory
Heteroscedasticity
021103 operations research
Statistics::Applications
Applied Mathematics
0211 other engineering and technologies
Nonparametric statistics
02 engineering and technology
01 natural sciences
010104 statistics & probability
Modeling and Simulation
Statistics::Methodology
Applied mathematics
0101 mathematics
Statistics, Probability and Uncertainty
Parametric statistics
Mathematics

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