X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Journal Article (1348) 1348
Conference Proceeding (22) 22
Dissertation (20) 20
Book Chapter (9) 9
Publication (4) 4
Book / eBook (2) 2
Paper (1) 1
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
statistics & probability (798) 798
regression (304) 304
longitudinal data (262) 262
varying-coefficient models (251) 251
estimators (243) 243
analysis (232) 232
regression analysis (219) 219
mathematical models (201) 201
computer simulation (199) 199
variable selection (189) 189
statistics (178) 178
coefficients (177) 177
varying coefficient models (168) 168
economics (166) 166
inference (161) 161
economic models (139) 139
varying coefficient model (134) 134
studies (121) 121
time-varying coefficients (119) 119
index medicus (115) 115
mathematical & computational biology (111) 111
empirical likelihood (105) 105
asymptotic properties (104) 104
efficient estimation (100) 100
humans (100) 100
modeling (99) 99
mathematics, interdisciplinary applications (92) 92
varying-coefficient model (87) 87
algorithms (85) 85
estimation methods (83) 83
linear-models (79) 79
quantile regression (79) 79
likelihood (78) 78
mathematics (78) 78
regression-models (77) 77
asymptotic normality (76) 76
data smoothing (74) 74
mathematics, applied (72) 72
computer science, interdisciplinary applications (71) 71
selection (70) 70
nonparametric regression (69) 69
splines (69) 69
social sciences, mathematical methods (65) 65
parametric models (64) 64
mathematical analysis (62) 62
varying coefficient (62) 62
estimating techniques (59) 59
linear regression (59) 59
lasso (56) 56
oracle properties (56) 56
linear models (55) 55
nonparametric models (54) 54
statistics, general (53) 53
time-varying coefficient (53) 53
biology (52) 52
models, statistical (52) 52
simulation (52) 52
statistics for business/economics/mathematical finance/insurance (52) 52
varying coefficients (52) 52
time-series (49) 49
data analysis (48) 48
monte carlo method (48) 48
partially linear-models (47) 47
regression coefficients (46) 46
statistical analysis (45) 45
convergence (44) 44
economic theory (44) 44
inferences (44) 44
medical informatics (44) 44
parameter estimation (43) 43
estimation (41) 41
62g08 (39) 39
approximation (39) 39
econometrics (39) 39
public, environmental & occupational health (39) 39
bootstrap (38) 38
consistency (38) 38
kernel smoothing (38) 38
nonconcave penalized likelihood (38) 38
oracle property (38) 38
statistical variance (38) 38
time series (38) 38
methodology (37) 37
polynomials (37) 37
research (37) 37
shrinkage (37) 37
statistical methods (37) 37
tests (37) 37
62g20 (36) 36
asymptotic methods (35) 35
curves (35) 35
least squares (35) 35
probability theory and stochastic processes (35) 35
medicine, research & experimental (34) 34
regression models (34) 34
varying-coefficient (34) 34
parameters (33) 33
prediction (33) 33
errors (32) 32
functional data analysis (32) 32
more...
Language Language
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


Journal of computational and graphical statistics, ISSN 1537-2715, 2015, Volume 24, Issue 2, pp. 477 - 501
We propose an extensive framework for additive regression models for correlated functional responses, allowing for multiple partially nested or crossed functional random effects with flexible... 
P-splines | Varying coefficient models | Smoothing | Functional data analysis | Functional principal component analysis | REGRESSION | LIKELIHOOD RATIO TESTS | CONFIDENCE-INTERVALS | COMPONENTS | STATISTICS & PROBABILITY | VARIANCE | SELECTION | functional principal component analysis
Journal Article
Journal of econometrics, ISSN 0304-4076, 2013, Volume 177, Issue 2, pp. 185 - 198
In this paper, we develop methods for estimation and forecasting in large time-varying parameter vector autoregressive models (TVP-VARs... 
Bayesian VAR | Forecasting | State-space model | Time-varying coefficients | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MODELS | INFLATION | UNCERTAINTY | MONETARY-POLICY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Value-added resellers | Analysis | Models
Journal Article
Journal of statistical software, ISSN 1548-7660, 2015, Volume 63, Issue 17, pp. 1 - 50
Journal Article
Journal of the Royal Statistical Society. Series B (Statistical Methodology), ISSN 1369-7412, 1/2006, Volume 68, Issue 2, pp. 179 - 199
Journal Article
Journal of the American Statistical Association, ISSN 1537-274X, 2018, Volume 113, Issue 522, pp. 919 - 932
We propose two semiparametric model averaging schemes for nonlinear dynamic time series regression models with a very large number of covariates including exogenous regressors and auto-regressive lags... 
Ultra-high dimensional time series | Kernel smoother | Semiparametric approximation | Sure independence screening | Penalized MAMAR | Principal component analysis | REGRESSION | NUMBER | STATISTICS & PROBABILITY | VARIABLE SELECTION | EPOCH DEPENDENCE | NONCONCAVE PENALIZED LIKELIHOOD | LASSO | VARYING COEFFICIENT MODELS
Journal Article
Journal of Econometrics, ISSN 0304-4076, 01/2017, Volume 196, Issue 1, pp. 180 - 195
This paper studies nonlinear cointegration models in which the structural coefficients may evolve smoothly over time, and considers time-varying coefficient functions estimated by nonparametric kernel methods... 
Kernel degeneracy | Super-consistency | Endogeneity | Cointegration | Time varying coefficients | Nonparametric regression | REGRESSION | ASYMPTOTIC THEORY | INTEGRATED TIME-SERIES | STATISTICAL-INFERENCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | VARYING COEFFICIENT MODELS | SYSTEMS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | Studies | Nonlinear equations | Estimating techniques | Cointegration analysis | Approximations
Journal Article
Journal of Econometrics, ISSN 0304-4076, 03/2014, Volume 179, Issue 1, pp. 46 - 65
Recently, there has been considerable work on stochastic time-varying coefficient models as vehicles for modelling structural change in the macroeconomy with a focus on the estimation... 
Time-varying coefficient models | Nonparametric estimation | Kernel estimation | Random coefficient models | Autoregressive processes | PURCHASING POWER PARITY | MEAN REVERSION | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | INFLATION | SOCIAL SCIENCES, MATHEMATICAL METHODS | ASYMPTOTICS | ECONOMICS | AGGREGATION | STATIONARY
Journal Article
The Annals of statistics, ISSN 0090-5364, 1999, Volume 27, Issue 5, pp. 1491 - 1518
Varying coefficient models are a useful extension of classical linear models. They arise naturally when one wishes to examine how regression coefficients change over different groups characterized by certain covariates such as age... 
Preliminary estimates | Statistical variance | Estimation bias | Additive and Varying Coefficient Models | Variable coefficients | Mathematical functions | Coefficients | Data smoothing | Pollutants | Estimators | Estimation methods | Varying coefficient models | Mean-squared errors | Optimal rate of convergence | Local linear fit | mean-squared errors | MULTIPLE-REGRESSION | varying coefficient models | STATISTICS & PROBABILITY | local linear fit | optimal rate of convergence | 62G07 | 62J12
Journal Article
Journal Article
STATISTICS AND ITS INTERFACE, ISSN 1938-7989, 2008, Volume 1, Issue 1, pp. 179 - 195
Journal Article
Geographical analysis, ISSN 0016-7363, 2018, Volume 50, Issue 3, pp. 223 - 246
.... Two broad approaches have emerged: Geographically Weighted Regression (GWR) which follows a frequentist perspective and Bayesian Spatially Varying Coefficients models... 
EXPANSION METHOD | VARYING COEFFICIENT MODELS | GEOGRAPHICALLY WEIGHTED REGRESSION | GEOGRAPHY | Spatial analysis (Statistics) | Usage | Models | Regression analysis
Journal Article