頁籤選單縮合
題 名 | Bootstrap Confidence Intervals for Local Likelihood, Local Estimating Equations and Varying Coefficient Models |
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作 者 | Galindo,Christian D.; Liang,Hua; Kauermann,Goran; Carrol,Raymond J.; | 書刊名 | Statistica Sinica |
卷 期 | 11:1 2001.01[民90.01] |
頁 次 | 頁121-134 |
分類號 | 319.5 |
關鍵詞 | Bootstrap; Estimating equations; Local estimating equations; Local likelihood; Local polynomial regression; Nonparametric regression; Robust covariance matrix; Sandwich estimator; |
語 文 | 英文(English) |
英文摘要 | Four powerful generalizations of the usual local polynomial nonparametric regression methodology are (a) local polynomial methods in generalized linear models; (b) varying coefficient generalized linear models, where the possibly multivariate coefficients in a generalized linear model are estimated nonparametrically; (c) local likelihood methods; and (d) local estimating equations, which generalize nonparametric regression to the estimating equation context. We construct bootstrap confidence intervals for the nonparametrically estimated functions in all four contexts. |
本系統中英文摘要資訊取自各篇刊載內容。