REFERENCES
- Bai , J. 2003 . “Inferential Theory for Factor Models of Large Dimensions,” . Econometrica , 71 : 135 – 171 .
- Belsley , D. A. , Kuh , E. and Welsch , R. E. 1980 . Regression Diagnostics: Identifying Influential Data and Sources of Collinearity , New York : Wiley .
- Cai , Z. , Fan , J. and Li , R. 2000 . “Efficient Estimation and Inferences for Varying-Coefficient Models,” . Journal of the American Statistical Association , 95 : 888 – 902 .
- Carroll , R. J. , Fan , J. , Gijbels , I. and Wand , M. P. 1997 . “Generalized Partially Linear Single-Index Models,” . Journal of the American Statistical Association , 92 : 477 – 489 .
- Chen , R. and Tsay , R. S. 1993 . “Functional Coefficient Autoregressive Models,” . Journal of American Statistical Association , 88 : 298 – 308 .
- Cheng , M.-Y. and Hall , P. 2003 . “Reducing Variance in Nonparametric Surface Estimation,” . Journal of Multivariate Analysis , 86 : 375 – 397 .
- Eubank , R. L. , Huang , C. , Maldonado , Y. M. , Wang , N. , Wang , S. and Buchanan , R. J. 2004 . “Smoothing Spline Estimation in Varying-Coefficient Models,” . Journal of the Royal Statistical Society, Series B , 66 : 653 – 667 .
- Fan , J. and Gijbels , I. 1996 . Local Polynomial Modeling and Its Applications , New York : Chapman and Hall .
- Fan , J. and Huang , T. 2005 . “Profile Likelihood Inferences on Semiparametric Varying-Coefficient Partially Linear Models,” . Bernoulli , 11 : 1031 – 1057 .
- Fan , J. and Jiang , J. 2005 . “Nonparametric Inferences for Additive Models,” . Journal of the American Statistical Association , 100 : 890 – 907 .
- Fan , J. and Zhang , J. T. 2000a . “Two-Step Estimation of Functional Linear Model With Application to Longitudinal Data,” . Journal of the Royal Statistical Society, Series B , 62 : 303 – 322 .
- Fan , J. and Zhang , W. 1999 . “Statistical Estimation in Varying Coefficient Models,” . The Annals of Statistics , 27 : 1491 – 1518 .
- Fan , J. and Zhang , W. 2000b . “Simultaneous Confidence Bands and Hypotheses Testing in Varying-Coefficient Models,” . Scandinavian Journal of Statistics , 27 : 715 – 731 .
- Fan , J. and Zhang , W. 2008 . “Statistical Methods With Varying Coefficient Models,” . Statistics and Its Interface , 1 : 179 – 195 .
- Forni , M. , Hallin , M. , Lippi , M. and Reichlin , L. 2000 . “The Generalized Dynamic Factor Model: Identification and Estimation,” . Review of Economics and Statistics , 82 : 540 – 554 .
- Forni , M. and Lippi , M. 2001 . “The Generalized Dynamic Factor Model: Representation Theory,” . Econometric Theory , 17 : 1113 – 1141 .
- Harrison , D. and Rubinfeld , D. L. 1978 . “Hedonic prices and the demand for clean air,” . Journal of Environmental Economics and Management , 5 : 81 – 102 .
- Hastie , T. and Stuetzle , W. 1989 . “Principal Curves,” . Journal of the American Statistical Association , 84 : 502 – 516 .
- Hastie , T. J. and Tibshirani , R. J. 1993 . “Varying-Coefficient Models,” . Journal of the Royal Statistical Society, Series B , 55 : 757 – 796 .
- Huang , J. Z. , Wu , C. O. and Zhou , L. 2002 . “Varying-Coefficient Models and Basis Function Approximations for the Analysis of Repeated Measurements,” . Biometrika , 89 : 111 – 128 .
- Huang , J. Z. , Wu , C. O. and Zhou , L. 2004 . “Polynomial Splines Estimation and Inference for Varying Coefficient Models With Longitudinal Data,” . Statistica Sinica , 14 : 763 – 788 .
- Kai , B. , Li , R. and Zou , H. 2011 . “New Efficient Estimation and Variable Selection Methods for Semiparametric Varying-Coefficient Partially Linear Models,” . The Annals of Statistics , 39 : 305 – 332 .
- Ruppert , D. , Wand , M. P. and Carroll , R. J. 2009 . “Semiparametric Regression During 2003–2007,” . Electronic Journal of Statistics , 3 : 1193 – 1256 .
- Stoch , J. H. and Watson , M. W. 2002 . “Forecasting using principal components from a large number of predictors,” . Journal of the American Statistical Association , 97 : 1167 – 1179 .
- Wang , H. 2008 . “Rank Reducible Varying Coefficient Model,” . Journal of Statistical Planning and Inference , 138 : 236 – 245 .
- Wang , H. and Xia , Y. 2008 . “Sliced Regression for Dimension Reduction,” . Journal of the American Statistical Associate , 103 : 811 – 821 .
- Wood , S. N. 2006 . Generalized Additive Models: An Introduction With R , London : Chapman and Hall/CRC Press .
- Wu , H. and Liang , H. 2004 . “Backfitting Random Varying-Coefficient Models With Time-Dependent Smoothing Covariates,” . Scandinavian Journal of Statistics , 31 : 3 – 19 .
- Zhang , H. and Lu , W. 2007 . “Adaptive-LASSO for Cox’s Proportional Hazards Model,” . Biometrika , 94 : 1 – 13 .
- Zhang , W. , Lee , S. Y. and Song , X. 2002 . “Local Polynomial Fitting in Semivarying Coefficient Model,” . Journal of Multivariate Analysis , 82 : 166 – 188 .
- Zou , H. 2006 . “The Adaptive Lasso and Its Oracle Properties,” . Journal of the American Statistical Association , 101 : 1418 – 1429 .