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Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models

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  • Jianqing Fan

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Bibliographic Info

Article provided by Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association in its journal Scandinavian Journal of Statistics.

Volume (Year): 27 (2000)
Issue (Month): 4 ()
Pages: 715-731

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Handle: RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898

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Cited by:
  1. Liang, Zhongwen & Li, Qi, 2012. "Functional coefficient regression models with time trend," Journal of Econometrics, Elsevier, vol. 170(1), pages 15-31.
  2. Wangli Xu & Lixing Zhu, 2013. "Testing the adequacy of varying coefficient models with missing responses at random," Metrika, Springer, vol. 76(1), pages 53-69, January.
  3. Zhang, Wenyang & Peng, Heng, 2010. "Simultaneous confidence band and hypothesis test in generalised varying-coefficient models," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1656-1680, August.
  4. Na Li & Xingzhong Xu & Xuhua Liu, 2011. "Testing the constancy in varying-coefficient regression models," Metrika, Springer, vol. 74(3), pages 409-438, November.
  5. Zhao, Zhibiao, 2011. "Nonparametric model validations for hidden Markov models with applications in financial econometrics," Journal of Econometrics, Elsevier, vol. 162(2), pages 225-239, June.
  6. Wangli Xu & Xu Guo, 2013. "Nonparametric checks for varying coefficient models with missing response at random," Metrika, Springer, vol. 76(4), pages 459-482, May.
  7. Wang, Qihua & Xue, Liugen, 2011. "Statistical inference in partially-varying-coefficient single-index model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 1-19, January.
  8. Wang-Li Xu & Li-Xing Zhu, 2008. "Goodness-of-fit testing for varying-coefficient models," Metrika, Springer, vol. 68(2), pages 129-146, September.
  9. Giancarlo Bruno, 2009. "Non-linear relation between industrial production and business surveys data," ISAE Working Papers 119, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  10. Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011. "Local and Global Rank Tests for Multivariate Varying-Coefficient Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 295-306.
  11. Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2010. "Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 50, Courant Research Centre PEG, revised 21 Jul 2011.
  12. Yan Sun & Jialiang Li & Wenyang Zhang, 2012. "Estimation and model selection in a class of semiparametric models for cluster data," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(4), pages 835-856, August.
  13. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  14. Rohan, Neelabh, 2013. "A time varying GARCH(p,q) model and related statistical inference," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 1983-1990.

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