Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2005
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate … Additive Models with
Marginal Integration
Lijian Yang*
Byeong U. Park**
Lan Xue***
Wolfgang Härdle****
* Department of …
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Estimation and Testing for Varying Coe–cients in
Additive Models with Marginal Integration …