CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2013, 29(2) 167-178 DOI:      ISSN: 1001-4268 CN: 31-1256

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Kernel Smoothing Estimation for Varying Coefficient EV Models with Longitudinal Data

Yang Yiping, Li Jia

College of Mathematics and Statistics, Chongqing Technology and Business University

Abstract��

Varying coefficient EV models with
longitudinal data are considered. The local bias-corrected kernel
estimators for the unknown coefficient functions are proposed. It is
shown that the proposed estimators are asymptotically normal under
some suitable conditions, and hence it can be used to construct the
pointwise confidence regions of the coefficient functions. The
finite-sample properties of the proposed procedures are studied
through a simulation study.

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