Varying coefficient model
Efficient Shrinkage Estimation about the Partially Linear Varying Coefficient Model with Random Effect for Longitudinal Data
... of model misspecification, more flexible nonlinear and non/semiparametric models have been proposed for independent and subject- dependent ...the varying coefficient ...linear varying ...
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Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect
... Varying coefficient model has been widely used to mod- el all kinds of ...the varying coefficient model and applied them to the analy- sis of CD4 count data, whose detailed ...
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Shrinkage Estimation of Semiparametric Model with Missing Responses for Cluster Data
... This paper simultaneously investigates variable selection and imputation estimation of semipa- rametric partially linear varying-coefficient model in that case where there exist missing res- ponses ...
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Research on the Dynamic Relationship between Prices of Agricultural Futures in China and Japan
... constant coefficient regression ...time varying. Thus the traditional constant coefficient regression model can not fully and accurately measure the dynamic relationship between domestic and ...
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Generalized Likelihood Ratio Tests for Varying Coefficient Models with Censored Data
... regression model has become one of the main approaches in modern statistics due to its robustness and wide ...The varying coefficient model, which is the function approximation method for high ...
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Variable Selection in High-dimensional Varying-coefficient Models with Global Optimality
... for varying-coefficient models include Wang, Li and Huang (2008) and Wang and Xia (2009), where the dimension of candidate models is finite and smaller than the sample ...the ...
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Poisson-Gamma Mixture Spatially Varying Coefficient Modeling of Small-Area Intestinal Parasites Infection
... In our previous study [27], we found evidence of spatial clustering, suggesting that spatially continuous factors like unplanned urbanization, unsafe drinking water, and unsafe toilet could modulate the occurrences of ...
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4826.pdf
... a varying coefficient model for SPD matrix valued functional data under the affine invariant metric in order to investigate the effect of different metrics for the space of SPD matrices on ...
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Cross Country Output Convergence and Growth: Evidence from Varying Coefficient Nonparametric Method
... positive when the log initial income is greater than 6.4. Figure 2 also shows that the high average convergence speed (0.22) estimated from the varying coefficient model in Table 3 is mainly ...
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Fuzzy Varying Coefficient Bilinear Regression of Yield Series
... fuzzy varying coefficient bilinear regression model to deal with the interval finan- cial data and then adopt the least-squares method based on symmetric fuzzy number ...a varying ...
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Bayesian analysis of varying coefficient models and applications
... but varying DTs and diffusion ...random varying coefficient model, a semiparametric Bayesian estimation method, a Bayesian approach to construct confidence bands, a Bayesian local hypothesis ...
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Imputed Empirical Likelihood for Varying Coefficient Models with Missing Covariates
... linear model with missing covariates, which is a useful extension of the parametric regression ...following varying coefficient model is another useful extension of the parametric regression ...
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Bayesian variable selection for multivariate spatially-varying coefficient regression: application to physical activity in pregnancy
... These sources of heterogeneity made investigators suspect that some exposures may have different associations with physical activity in different areas. For example, sidewalks may be more important on busy streets than ...
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Varying Coefficient Models for Mapping Quantitative Trait Loci Using Recombinant Inbred Intercrosses
... The varying coefficient models were introduced by Cleveland et ...In varying coefficient models, there are many ways to model the function of the varying effect, such as polynomials, Fourier ...
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The dollar-euro exchange rate and monetary fundamentals
... adjustment to deviations from a fundamental value without modeling a nonlinear long-run structure separately. The difference is that on the one hand Markov-switching models which have for example been applied by Sarno et ...
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The time-varying GARCH-in-mean model
... Conclusion I introduce a kernel-based iterative estimator that combines the estimators in Giraitis, Kapetanios, and Yates 2013 and Linton and Perron 2003 to estimate the stochastic time-[r] ...
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Roughness Coefficient of Alkali Activated Mineral based Concrete Composites Subjected to Varying Slopes
... Slope of the pipe were varied for a vertical increment of 4mm, 6mm, 8mm, 10mm, 12mm, 14mm, 16mm, 18mm. For all the different slopes, the pipes were tested different fibre content. Average roughness coefficient was ...
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Reflection and Transmission Coefficient for Layered Propagation Model
... Two types of radio propagation modals are developed on the basis of material layer structures. One is three layer propagation model consist of three different material layer. Second one is five layer propagation ...
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Unemployment forecasts, time varying coefficient models and the Okun’s law in Spanish regions
... time varying coefficient models improves the forecasting accuracy of the Okun’s law when compared to fixed coefficient models in two different periods: a first period from 2002 to 2007 characterized ...
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Regularly Varying Solutions of Second Order Difference Equations with Arbitrary Sign Coefficient
... The paper is organized as follows. In the next section we recall the concept of regularly varying sequences and mention some useful properties of 1.1 which are needed later. In the main section, that is, Section ...
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