Simultaneous Confidence Band and Hypothesis Test in Generalised Varying-Coefficient Models

来源 :2009 International Conference on Financial Statistics and Fi | 被引量 : 0次 | 上传用户:haohailinbo
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  Generalised varying-coefficient models (GVC) are very important models.There is a considerable number of literature addressing these models.However,most of the existing literature are devoted to the estimation procedure.In this talk,I will systematically investigate the statistical inference for GVC,which includes confidence band as well as hypothesis test.
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