Simultaneous confidence band and hypothesis test in generalised varying-coefficient models

@article{Zhang2010SimultaneousCB,
  title={Simultaneous confidence band and hypothesis test in generalised varying-coefficient models},
  author={Wenyang Zhang and Heng Peng},
  journal={J. Multivariate Analysis},
  year={2010},
  volume={101},
  pages={1656-1680}
}
Generalised varying-coefficient models (GVC) are very important models. In this talk, we systematically investigate the statistical inference for GVC, which includes confidence band as well as hypothesis test. We establish the asymptotic distribution of the maximum discrepancy between the estimated functional coefficient and the true functional coefficient. We compare different approaches for the construction of confidence band and hypothesis test. 
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