Convergence Rates for Smoothing Spline Estimators in Varying Coefficient Models
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چکیده
We consider the estimation of a multiple regression model in which the coefficients change slowly in “time”, with “time” being an additional covariate. Under reasonable smoothness conditions, we prove the usual expected mean square error bounds for the smoothing spline estimators of the coefficient functions.
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تاریخ انتشار 2005