| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1144775 | Journal of the Korean Statistical Society | 2013 | 7 Pages |
Abstract
In this note we discuss two-step kernel estimation of varying coefficient regression models that have a common smoothing variable. The method allows one to use different bandwidths for different coefficient functions. We consider local polynomial fitting and present explicit formulas for the asymptotic biases and variances of the estimators.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Young Kyung Lee,