A truncated Laguerre series estimator for varying coefficient models attains optimal minimax rates and enables asymptotic normality-based inference.
(1999),’Statistical estimation in varying coefficient models’, The Annals of Statistics,27(5), 1491-1518
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Minimax estimation for Varying Coefficient Model via Laguerre Series
A truncated Laguerre series estimator for varying coefficient models attains optimal minimax rates and enables asymptotic normality-based inference.