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• Jianqing Fan

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Article provided by Springer in its journal TEST.

Volume (Year): 16 (2007)
Issue (Month): 3 (December)
Pages: 409-444
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Handle: RePEc:spr:testjl:v:16:y:2007:i:3:p:409-444

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Related research

Keywords: Asymptotic null distribution; Bootstrap; Generalized likelihood ratio; Nonparametric test; Power function; Wilks’ phenomenon; 62G07; 62G10; 62J12;

References listed on IDEAS
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1. Chan, K C, et al, 1992. " An Empirical Comparison of Alternative Models of the Short-Term Interest Rate," Journal of Finance, American Finance Association, vol. 47(3), pages 1209-27, July. [Downloadable!] (restricted)
2. Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003. "Adaptive varying-coefficient linear models," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 57-80. [Downloadable!] (restricted)
3. Lin X. & Carroll R. J., 2001. "Semiparametric Regression for Clustered Data Using Generalized Estimating Equations," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1045-1056, September. [Downloadable!] (restricted)
4. Jianhua Z. Huang, 2002. "Varying-coefficient models and basis function approximations for the analysis of repeated measurements," Biometrika, Oxford University Press for Biometrika Trust, vol. 89(1), pages 111-128, March.
5. Opsomer, Jean D., 2000. "Asymptotic Properties of Backfitting Estimators," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 166-179, May. [Downloadable!] (restricted)

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This page was last updated on 2009-10-12.