Yang Yiping, Li Jia. Kernel Smoothing Estimation for Varying Coefficient EV Models with Longitudinal Data[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(2): 167-178.
Citation: Yang Yiping, Li Jia. Kernel Smoothing Estimation for Varying Coefficient EV Models with Longitudinal Data[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(2): 167-178.

Kernel Smoothing Estimation for Varying Coefficient EV Models with Longitudinal Data

  • 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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