Nonparametric Homogeneity Pursuit in Functional-Coefficient Models
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Other versions of this item:
- Jia Chen & Degui Li & Lingling Wei & Wenyang Zhang, 2021. "Nonparametric homogeneity pursuit in functional-coefficient models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 33(3-4), pages 387-416, October.
References listed on IDEAS
- Wang, Hansheng & Xia, Yingcun, 2009. "Shrinkage Estimation of the Varying Coefficient Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 747-757.
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Cited by:
- Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2024.
"Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1026-1040, July.
- Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Papers 2303.13218, arXiv.org.
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More about this item
Keywords
Functional-coefficient models; Hierarchical agglomerative clustering; Homogeneity; Information criterion; Nonparametric estimation; Penalised method;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-03-18 (Econometrics)
- NEP-ORE-2019-03-18 (Operations Research)
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