This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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245
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #306951 |
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Title:
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Varying Coefficient Models with Unknown Link Functions
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Author(s):
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Chinthaka Nilanga Kuruwita*+ and Karunarathna Kulasekera and Colin Gallagher
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Companies:
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Clemson University and Clemson University and Clemson University
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Address:
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Department of Mathematical Sciences, Clemson , SC, 29634,
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Keywords:
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Varying coefficient model ;
Unknown link function ;
Single index model
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Abstract:
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We propose a new estimation method for generalized varying coefficient models where the link function is specified up to some smoothness conditions. Consistency and asymptotic normality of the estimated varying coefficients are established. Simulation results and a real data application demonstrate the usefulness of the new method.
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Authors who are presenting talks have a * after their name.
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