SFB 649 Discussion Paper 2005-047 Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Consistent aggregation models with varying coefficients

Ringwald, K.
Bonn Univ. (Germany, F.R.). Wirtschaftstheoretische Abt.

January 1982

SIGLEBibliothek Weltwirtschaft Kiel C 117,310 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...

Additive and Generalized Additive Models a Survey

Michael G Schimek
Berwin A Turlach

August 2015

Abstract This paper is the attempt to summarize the state of art in addi tive and generalized addit...

Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes

Lixia Hu (5341616)
Tao Huang (110613)
Jinhong You (5341619)

June 2018

<p>The additive model and the varying-coefficient model are both powerful regression tools, with wid...

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian
Park, Byeong U.
Xue, Lan
Härdle, Wolfgang

September 2005

We propose marginal integration estimation and testing methods for the coefficients of varying coeff...

SFB 649 Discussion Paper 2008-038 Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation

Enzo Giacomini
Wolfgang Härdle
Volker Krätschmer
Auer Straße
D- Berlin

August 2015

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

SFB 649 Discussion Paper 2005-016 Common Functional Component Modelling

Alois Kneip
Michal Benko
Auer Straße
D- Berlin

February 2015

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

SFB 649 Discussion Paper 2011-003 Mean Volatility Regressions

Lu Lin
Feng Li
Lixing Zhu
Wolfgang Karl Härdle Σ
Auer Straße
D- Berlin

August 2015

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

SFB 649 Discussion Paper 2006-065 Forecasting Euro-Area Variables with German

Ralf Brüggemann
Massimiliano Marcellino
Auer Straße
D- Berlin

January 2006

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

Testing for Varying Coefficient in Additive Models

박민수

February 2012

We consider the problem of testing for a general parametric form against a nonparametric alternative...

Common Functional Implied Volatility Analysis

Michal Benko
Wolfgang Härdle
Auer Straße
D- Berlin

January 2005

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

Derivative estimation and testing in generalized additive models

Yang, Lijian
Sperlich, Stefan
Hardle, Wolfgang

October 2000

Estimation and testing procedures for generalized additive (interaction) model are developed. We p...

A comparison of different nonparametric methods for inference on additive models

Dette, H.
Von Lieres und Wilkau, C. (Ruhr-Universitaet Bochum (Germany). Fakultaet fuer Mathematik)
Sperlich, S. (Universidad Carlos III de Madrid, Getafe (Spain). Dept. de Estadistica y Econometria)
Dortmund Univ. (Germany). Sonderforschungsbereich 475 - Komplexitaetsreduktion in multivariaten Datenstrukturen

January 2001

Available from TIB Hannover: RR 8460(2001,22) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...

Analysis

Oliver B. Lintony
Sara Van De Geerx
We Thank Larry Brown
James Berger
John Marden
Martin Jacobsen

January 2002

We propose new procedures for estimating the component functions in both additive and multiplicative...

Estimating multiplicative and additive hazard functions by kernel methods

Linton, Oliver
Nielsen, J P
van de Geer, S

January 2003

We propose new procedures for estimating the component functions in both additive and multiplicative...

Nonparametric Estimation and Testing of Interaction in Generalized Additive Models

Li, Bo

January 2011

The additive model overcomes the "curse of dimensionality" in general nonparametric regression prob...

Consistent aggregation models with varying coefficients

Ringwald, K.
Bonn Univ. (Germany, F.R.). Wirtschaftstheoretische Abt.

January 1982

SIGLEBibliothek Weltwirtschaft Kiel C 117,310 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...

Additive and Generalized Additive Models a Survey

Michael G Schimek
Berwin A Turlach

August 2015

Abstract This paper is the attempt to summarize the state of art in addi tive and generalized addit...

Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes

Lixia Hu (5341616)
Tao Huang (110613)
Jinhong You (5341619)

June 2018

<p>The additive model and the varying-coefficient model are both powerful regression tools, with wid...

Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Yang, Lijian
Park, Byeong U.
Xue, Lan
Härdle, Wolfgang

September 2005

We propose marginal integration estimation and testing methods for the coefficients of varying coeff...

SFB 649 Discussion Paper 2008-038 Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation

Enzo Giacomini
Wolfgang Härdle
Volker Krätschmer
Auer Straße
D- Berlin

August 2015

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

SFB 649 Discussion Paper 2005-016 Common Functional Component Modelling

Alois Kneip
Michal Benko
Auer Straße
D- Berlin

February 2015

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

SFB 649 Discussion Paper 2011-003 Mean Volatility Regressions

Lu Lin
Feng Li
Lixing Zhu
Wolfgang Karl Härdle Σ
Auer Straße
D- Berlin

August 2015

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

SFB 649 Discussion Paper 2006-065 Forecasting Euro-Area Variables with German

Ralf Brüggemann
Massimiliano Marcellino
Auer Straße
D- Berlin

January 2006

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

Testing for Varying Coefficient in Additive Models

박민수

February 2012

We consider the problem of testing for a general parametric form against a nonparametric alternative...

Common Functional Implied Volatility Analysis

Michal Benko
Wolfgang Härdle
Auer Straße
D- Berlin

January 2005

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

Derivative estimation and testing in generalized additive models

Yang, Lijian
Sperlich, Stefan
Hardle, Wolfgang

October 2000

Estimation and testing procedures for generalized additive (interaction) model are developed. We p...

A comparison of different nonparametric methods for inference on additive models

Dette, H.
Von Lieres und Wilkau, C. (Ruhr-Universitaet Bochum (Germany). Fakultaet fuer Mathematik)
Sperlich, S. (Universidad Carlos III de Madrid, Getafe (Spain). Dept. de Estadistica y Econometria)
Dortmund Univ. (Germany). Sonderforschungsbereich 475 - Komplexitaetsreduktion in multivariaten Datenstrukturen

January 2001

Available from TIB Hannover: RR 8460(2001,22) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...

Analysis

Oliver B. Lintony
Sara Van De Geerx
We Thank Larry Brown
James Berger
John Marden
Martin Jacobsen

January 2002

We propose new procedures for estimating the component functions in both additive and multiplicative...

Estimating multiplicative and additive hazard functions by kernel methods

Linton, Oliver
Nielsen, J P
van de Geer, S

January 2003

We propose new procedures for estimating the component functions in both additive and multiplicative...

Nonparametric Estimation and Testing of Interaction in Generalized Additive Models

Li, Bo

January 2011

The additive model overcomes the "curse of dimensionality" in general nonparametric regression prob...

Consistent aggregation models with varying coefficients

Ringwald, K.
Bonn Univ. (Germany, F.R.). Wirtschaftstheoretische Abt.

January 1982

SIGLEBibliothek Weltwirtschaft Kiel C 117,310 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...

Additive and Generalized Additive Models a Survey

Michael G Schimek
Berwin A Turlach

August 2015

Abstract This paper is the attempt to summarize the state of art in addi tive and generalized addit...

Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes

Lixia Hu (5341616)
Tao Huang (110613)
Jinhong You (5341619)

June 2018

<p>The additive model and the varying-coefficient model are both powerful regression tools, with wid...

SFB 649 Discussion Paper 2005-047 Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Abstract

Extracted data

SFB 649 Discussion Paper 2005-047 Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration

Abstract

Extracted data

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