Concepedia

Varying-coefficient Models

Varying-Coefficient Models is a semiparametric modeling framework in which the coefficients of a regression model are allowed to vary as smooth functions of an effect modifier, such as time or another covariate, thereby combining the structure of parametric models with the flexibility of nonparametric estimation.

318

Publications

20.9K

Citations

531

Authors

336

Institutions

Publications per year

2017–2026

56

Parents

Publications

318

Varying-Coefficient Models

Trevor Hastie, Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1993 · 1.9K citations

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Bayesian P-Splines

Stefan Lang, Andreas Brezger · Journal of Computational and Graphical Statistics · 2004 · 883 citations

, , +16

Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data

Donald R. Hoover · Biometrika · 1998 · 654 citations

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Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models

Mark W. Watson, Robert F. Engle · Journal of Econometrics · 1983 · 476 citations

, , +10

Efficient Estimation and Inferences for Varying-Coefficient Models

Zongwu Cai, Jianqing Fan, Runze Li · Journal of the American Statistical Association · 2000 · 430 citations · Full text

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1–5 of 318

Authors

531

  1. LX
    Liugen Xue

    Beijing University of Technology, China

    15 publications · 738 citations

    14

    h-index

  2. RL
    Runze Li

    Pennsylvania State University, United States

    11 publications · 1.5K citations

    11

    h-index

  3. DŞ
    Damla Şentürk

    University of California, Los Angeles, United States

    10 publications · 479 citations

    10

    h-index

  4. RZ
    Riquan Zhang

    East China Normal University, China

    11 publications · 288 citations

    10

    h-index

  5. HY
    Hu Yang

    Chongqing University, China

    8 publications · 105 citations

    8

    h-index

1–5 of 531

Institutions

336

  1. Beijing University of Technology

    Beijing, China

    19 h-index

    37 publications

    1.4K citations

  2. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    13 h-index

    24 publications

    1.3K citations

  3. Pennsylvania State University

    State College, United States

    12 h-index

    16 publications

    1.2K citations

  4. East China Normal University

    Shanghai, China

    11 h-index

    24 publications

    994 citations

  5. Academy of Mathematics and Systems Science

    Beijing, China

    11 h-index

    17 publications

    745 citations

  6. Shanghai University of Finance and Economics

    Shanghai, China

    11 h-index

    18 publications

    619 citations

  7. Ludwig-Maximilians-Universität München

    Munich, Germany

    10 h-index

    18 publications

    2.9K citations

  8. Hong Kong Baptist University

    Hong Kong, Hong Kong

    10 h-index

    11 publications

    609 citations

1–8 of 336

Venues

  1. Journal of the American Statistical Association

    30 publications · 3.3K citations

    24

    h-index

  2. Journal of Multivariate Analysis

    21 publications · 956 citations

    16

    h-index

  3. Biometrika

    12 publications · 1.6K citations

    12

    h-index

  4. The Annals of Statistics

    12 publications · 1.1K citations

    12

    h-index

  5. Statistics & Probability Letters

    10 publications · 339 citations

    10

    h-index

1–5