We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate … regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …

-Gaussian dependency structures with a small number of parameters. In this paper we develop a novel adaptive estimation technique of the … ; Archimedean copula ; adaptive estimation …

suitable for median regression and exhibit no robustness to outliers. This paper develops a quantile regression on linear panel … data model without heterogeneity from a Bayesian point of view, and examines the influence of maternal health problems on …

through one-step penalized least squares estimation with the Kullback-Leibler divergence as the penalty function. Asymptotic …

of computational burden and estimation error. First the number of correlation coefficients to be estimated would grow …