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Results for: Committee Member Runze Li Keyword bandwidth Keyword semi-parametric Keyword forecasting Keyword nonparametric regression Keyword Monte Carlo simulation Keyword bandwidth Keyword bootstraping Author Last Name Wang Year 2007

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1. Varying-Coefficient Models: New Models, Inference Procedures, and Applications

Open Access

Author:

Wang, Yang

Title:

Varying-Coefficient Models: New Models, Inference Procedures, and Applications

Graduate Program:

Statistics

Keywords:

Monte Carlo simulation
semi-parametric
semiparametric
nonparametric regression
kernel regression
local likelihood
generalized likelihood ratio test
cross validation
Time-varying-coefficient model
Nonlinear
Local Linear
Varying-coefficient Model
forecasting
bandwidth
bootstraping
bootstrap

File:

Open phdthesis.pdf

Committee Members:

Runze Li, Committee Chair
Jingzhi Huang, Committee Chair
James Landis Rosenberger, Committee Member
Damla Senturk, Committee Member

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1. Varying-Coefficient Models: New Models, Inference Procedures, and Applications