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Journal of the American Statistical Association Volume 108, 2013 - Issue 501
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Theory and Methods

On a Principal Varying Coefficient Model

Qian Jiang Department of Statistics, National University of Singapore, Singapore
,
Hansheng Wang Guanghua School of Management, Peking University, Beijing, China
,
Yingcun Xia Department of Statistics and Applied Probability, National University of Singapore, Singapore
&
Guohua Jiang Guanghua School of Management, Peking University, Beijing, China
Pages 228-236 | Received 01 Feb 2012, Published online: 15 Mar 2013

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Hong-Fan Zhang. (2023) A varying coefficient model with matrix valued covariates. Journal of Nonparametric Statistics 0:0, pages 1-33.
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Jia Chen, Degui Li, Lingling Wei & Wenyang Zhang. (2021) Nonparametric homogeneity pursuit in functional-coefficient models. Journal of Nonparametric Statistics 33:3-4, pages 387-416.
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Xinyi Li, Li Wang & Huixia Judy Wang. (2021) Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression. Journal of the American Statistical Association 116:536, pages 1994-2008.
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Heng Lian, Xinghao Qiao & Wenyang Zhang. (2021) Homogeneity Pursuit in Single Index Models based Panel Data Analysis. Journal of Business & Economic Statistics 39:2, pages 386-401.
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Weihua Zhao, Fode Zhang, Rui Li & Heng Lian. (2020) Principal single-index varying-coefficient models for dimension reduction in quantile regression. Journal of Statistical Computation and Simulation 90:5, pages 800-818.
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Weihua Zhao, Fode Zhang, Xuejun Wang, Rui Li & Heng Lian. (2019) Principal varying coefficient estimator for high-dimensional models. Statistics 53:6, pages 1234-1250.
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Kejun He, Heng Lian, Shujie Ma & Jianhua Z. Huang. (2018) Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates. Journal of the American Statistical Association 113:522, pages 746-754.
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Articles from other publishers (9)

Jing Yang, Guo-Liang Tian, Xuewen Lu & Mingqiu Wang. (2023) Robust Model Structure Recovery for Ultra-High-Dimensional Varying-Coefficient Models. Communications in Mathematics and Statistics.
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Yehua Li, Yumou Qiu & Yuhang Xu. (2022) From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas. Journal of Multivariate Analysis 188, pages 104806.
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Weihua Zhao, Rui Li & Heng Lian. (2021) High-dimensional quantile varying-coefficient models with dimension reduction. Metrika 85:1, pages 1-19.
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Degui Li, Jiraroj Tosasukul & Wenyang Zhang. (2019) Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients. Journal of Time Series Analysis 41:3, pages 367-386.
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Jia Chen, Degui Li & Yingcun Xia. (2019) Estimation of a rank-reduced functional-coefficient panel data model with serial correlation. Journal of Multivariate Analysis 173, pages 456-479.
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Weihua Zhao, Xuejun Jiang & Heng Lian. (2018) A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction. Computational Statistics & Data Analysis 127, pages 269-280.
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Yuan Ke, Jialiang Li & Wenyang Zhang. (2016) Structure identification in panel data analysis. The Annals of Statistics 44:3.
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Zhenzhen Zhang, Marie S. O'Neill & Brisa N. Sánchez. (2016) Using a latent variable model with non-constant factor loadings to examine PM 2.5 constituents related to secondary inorganic aerosols . Statistical Modelling 16:2, pages 91-113.
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Jia Chen, Degui Li & Yingcun Xia. (2015) New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models. SSRN Electronic Journal.
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