Generalized varying coefficient models with unknown link function

Authors: Kuruwita, C. N.; Kulasekera, K. B.; Gallagher, C. M.

Source: Biometrika, Volume 98, Number 3, 13 September 2011 , pp. 701-710(10)

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Abstract:

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.

Keywords: Single index model; Varying coefficient model

Document Type: Research article

DOI: http://dx.doi.org/10.1093/biomet/asr031

Publication date: 2011-09-13