Flexible generalized varying coefficient regression models

Generalized Varying-Coefficient Models

This paper deals with statistical inferences based on the generalized varying-coeÆcient models proposed by Hastie and Tibshirani (1993). Local polynomial regression techniques are used to estimate coeÆcient functions and the asymptotic normality of the resulting estimators is established. The standard error formulas for estimated coeÆcients are derived and are empirically tested. A goodness-oft...

Varying-Coefficient Functional Linear Regression Models

We propose in this work a generalization of the functional linear model in which an additional real variable influences smoothly the functional coefficient. This leads us to build a varying-coefficient regressionmodel for functional data. We propose two estimators based respectively on conditional functional principal regression and on local penalized regression splines and prove their pointwis...

Generalized varying coefficient models for longitudinal data

We propose a generalization of the varying coefficient model for longitudinal data to cases where not only current but also recent past values of the predictor process affect current response. More precisely, the targeted regression coefficient functions of the proposed model have sliding window supports around current time t. A variant of a recently proposed two-step estimation method for vary...

Generalized Soft-Thresholding and Varying-coefficient Models

Generalized Quasi - Likelihood Ratio Statistics for Multivariate Time - Varying Coefficient Regression Models

ii c 2013 Yi Liu ALL RIGHTS RESERVED iii ABSTRACT YI LIU. Generalized Quasi-Likelihood Ratio Statistics for Multivariate Time-varying Coefficient Regression Models. (Under the direction of DR. JIANCHENG JIANG) Generalized likelihood ratio statistics have been a generally applicable method for testing nonparametric hypotheses about nonparametric functions.It has been widely used in many research...