Generalized varying coefficient models with unknown link function

• 成果类型: Article
• 署名作者: Kuruwita, C. N.; Kulasekera, K. B.; Gallagher, C. M.
• 署名单位: Clemson University
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asr031
• 发表日期: 2011
• 页码: 701710
• 关键词: regression

摘要

We propose a new estimation method for generalized varying coefficient models where the link function is specified up to some smoothness conditions. Consistency and asymptotic normality of the estimated varying coefficient functions are established. Simulation results and a real data application demonstrate the usefulness of the new method.