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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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Cited by:
  1. Weihua Zhao & Riquan Zhang & Jicai Liu & Yazhao Lv, 2014. "Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 66(1), pages 165-191, February.
  2. Liang, Zhongwen & Li, Qi, 2012. "Functional coefficient regression models with time trend," Journal of Econometrics, Elsevier, Elsevier, vol. 170(1), pages 15-31.
  3. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, Princeton University Press, edition 1, volume 1, number 8355.
  4. Wang, Qihua & Xue, Liugen, 2011. "Statistical inference in partially-varying-coefficient single-index model," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 102(1), pages 1-19, January.
  5. Na Li & Xingzhong Xu & Xuhua Liu, 2011. "Testing the constancy in varying-coefficient regression models," Metrika, Springer, Springer, vol. 74(3), pages 409-438, November.
  6. Bruno, Giancarlo, 2009. "Non-linear relation between industrial production and business surveys data," MPRA Paper 42337, University Library of Munich, Germany.
  7. Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005. "Local and global rank tests for multivariate varying-coefficient models," FEP Working Papers 196, Universidade do Porto, Faculdade de Economia do Porto.
  8. Yang, Suigen & Xue, Liugen & Li, Gaorong, 2014. "Simultaneous confidence band for single-index random effects models with longitudinal data," Statistics & Probability Letters, Elsevier, Elsevier, vol. 85(C), pages 6-14.
  9. Wang-Li Xu & Li-Xing Zhu, 2008. "Goodness-of-fit testing for varying-coefficient models," Metrika, Springer, Springer, vol. 68(2), pages 129-146, September.
  10. Zhang, Wenyang & Peng, Heng, 2010. "Simultaneous confidence band and hypothesis test in generalised varying-coefficient models," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 101(7), pages 1656-1680, August.
  11. Rohan, Neelabh, 2013. "A time varying GARCH(p,q) model and related statistical inference," Statistics & Probability Letters, Elsevier, Elsevier, vol. 83(9), pages 1983-1990.
  12. Manuel Wiesenfarth & Tatyana Krivobokova & Stephan Klasen & Stefan Sperlich, 2012. "Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition," Journal of the American Statistical Association, Taylor & Francis Journals, Taylor & Francis Journals, vol. 107(500), pages 1286-1296, December.
  13. Wangli Xu & Xu Guo, 2013. "Nonparametric checks for varying coefficient models with missing response at random," Metrika, Springer, Springer, vol. 76(4), pages 459-482, May.
  14. Zhao, Zhibiao, 2011. "Nonparametric model validations for hidden Markov models with applications in financial econometrics," Journal of Econometrics, Elsevier, Elsevier, vol. 162(2), pages 225-239, June.
  15. repec:wyi:journl:002212 is not listed on IDEAS
  16. 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, Springer, vol. 64(4), pages 835-856, August.
  17. Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr Stenseth, 2003. "Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 5832, London School of Economics and Political Science, LSE Library.
  18. Wangli Xu & Lixing Zhu, 2013. "Testing the adequacy of varying coefficient models with missing responses at random," Metrika, Springer, Springer, vol. 76(1), pages 53-69, January.
  19. Edwin Goñi & William F. Maloney, 2014. "Why don’t Poor Countries do R&D?," DOCUMENTOS CEDE, UNIVERSIDAD DE LOS ANDES-CEDE 011947, UNIVERSIDAD DE LOS ANDES-CEDE.

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