Advanced Search
MyIDEAS: Login to save this article or follow this journal

Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models


Author Info

  • Jianqing Fan


No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL:
File Function: link to full text
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

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

as in new window
Handle: RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731

Contact details of provider:
Web page:

Order Information:

Related research



No references listed on IDEAS
You can help add them by filling out this form.


Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

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.


This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


Access and download statistics


When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.