A fuzzy varying coefficient model and its estimation

Efficient Estimation in Heteroscedastic Varying Coefficient Models

This paper considers statistical inference for the heteroscedastic varying coefficient model. We propose an efficient estimator for coefficient functions that is more efficient than the conventional local-linear estimator. We establish asymptotic normality for the proposed estimator and conduct some simulation to illustrate the performance of the proposed method.

Varying-coefficient single-index model

In this paper, the varying-coefficient single-indexmodel (VCSIM) is proposed. It can be seen as a generalization of the semivaryingcoefficient model by changing its constant coefficient part to a nonparametric component, or a generalization of the partially linear single-indexmodel by replacing the constant coefficients of its linear part with varying coefficients. Based on the local linear met...

Long-term Iran's inflation analysis using varying coefficient model

Varying coefficient Models are among the most important tools for discovering the dynamic patterns when a fixed pattern does not fit adequately well on the data, due to existing diverse temporal or local patterns. These models are natural extensions of classical parametric models that have achieved great popularity in data analysis with good interpretability.The high flexibility and interpretab...

Variable Selection and Estimation in High-dimensional Varying-coefficient Models.

Nonparametric varying coefficient models are useful for studying the time-dependent effects of variables. Many procedures have been developed for estimation and variable selection in such models. However, existing work has focused on the case when the number of variables is fixed or smaller than the sample size. In this paper, we consider the problem of variable selection and estimation in vary...

Efficient estimation and inferences for varying-coefficient models