Local Polynomial Fitting in Semivarying Coefficient Model
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References listed on IDEAS
- Zhang, Wenyang & Lee, Sik-Yum, 2000. "Variable Bandwidth Selection in Varying-Coefficient Models," Journal of Multivariate Analysis, Elsevier, vol. 74(1), pages 116-134, July.
- Cai, Zongwu & Fan, Jianqing & Yao, Qiwei, 2000. "Functional-coefficient regression models for nonlinear time series," LSE Research Online Documents on Economics 6314, London School of Economics and Political Science, LSE Library.
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Keywordssemivarying-coefficient models varying-coefficient models local polynomial fit one-step method two-step method optimal rate of convergence mean squared errors;
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