Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549465 | Statistics & Probability Letters | 2015 | 10 Pages |
Abstract
A novel and robust method is proposed by combining the idea of the modal regression estimation (Yao et al., 2012) and spline based shrinkage estimation method (Lian, 2012). The newly proposed method can simultaneously estimate and separate constant coefficients from varying coefficients and its performance is illustrated by simulation studies.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Weihua Zhao, Riquan Zhang, Jicai Liu, Hongchang Hu,