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- W2505206054 abstract "One of the most interesting forms of nonlinear regression models is the varying coefficient model (VCM). Unlike the linear regression model, VCMs were introduced by Hastie and Tibshirani (1993) to allow the regression coefficients to vary systematically and smoothly in more than one dimension. It is worth noting the distinction between the VCM and the so-called random coefficients model, which assumes that the coefficients vary non-systematically (randomly). Versions of the VCM are encountered in the literature as functional coefficient models (see Cai, Fan and Yao, 2000) and smooth coefficient models (see Li et al, 2002)." @default.
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- W2505206054 date "2010-01-01" @default.
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- W2505206054 title "Varying coefficient models" @default.
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- W2505206054 doi "https://doi.org/10.1057/9780230280830_39" @default.
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