Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models

  title={Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models},
  author={Jianqing Fan and Wenyang Zhang},
  journal={Scandinavian Journal of Statistics},
Regression analysis is one of the most commonly used techniques in statistics. When the dimension of independent variables is high, it is difficult to conduct efficient non‐parametric analysis straightforwardly from the data. As an important alternative to the additive and other non‐parametric models, varying‐coefficient models can reduce the modelling bias and avoid the “curse of dimensionality” significantly. In addition, the coefficient functions can easily be estimated via a simple local… 

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