Statistical Methods with Varying Coefficient Models.
paper
Cited
Public
Unavailable
- Authors
- Fan, Jianqing; Zhang, Wenyang
- Year
- 2008
- Journal
- Statistics and its interface
- PMID
- 18978950
- DOI
- 10.4310/sii.2008.v1.n1.a15
- PMCID
- PMC2575822
The varying coefficient models are very important tool to explore the dynamic pattern in many scientific areas, such as economics, finance, politics, epidemiology, medical science, ecology and so on. They are natural extensions of classical parametric models with good interpretability and are becoming more and more popular in data analysis. Thanks to their flexibility and interpretability, in the past ten years, the varying coefficient models have experienced deep and exciting developments on methodological, theoretical and applied sides. This paper gives a selective overview on the major methodological and theoretical developments on the varying coefficient models.
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