References
- Boggs, P. T. and Rogers, J. E. (1990). Orthogonal distance regression. Contemporary Mathematics, 112, 183-194.
- Carroll, R. J., Ruppert, D. and Stefanski, L. A. (1997). Measurement error in nonlinear models, Monographs on Statistics and Applied Probability, Chapman & Hall, New York.
- Craven, P. and Wahba, G. (1979). Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross validation. Numerical Mathematics, 31, 377-403.
- Fan, J. and Zhang, W. (2008). Statistical methods with varying coefficient models. Statistics and Its Interface, 1, 179-195. https://doi.org/10.4310/SII.2008.v1.n1.a15
- Fuller, W. A. (1987). Measurement error models, Wiley, New York.
- Hastie, T. and Tibshirani, R. (1993). Varying-coefficient models. Journal of the Royal Statistical Society: B, 55, 757-796.
- Hoover, D. R., Rice, J. A., Wu, C. O. and Yang, L. P. (1998). Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data. Biometrika, 85, 809-822. https://doi.org/10.1093/biomet/85.4.809
- Hu, Y. and Schennach, S. M. (2008). Identification and estimation of nonclassical nonlinear errors-invariables models with continuous distributions using instruments. Econometrica, 76, 195-216. https://doi.org/10.1111/j.0012-9682.2008.00823.x
- Lee, Y. K., Mammen, E. and Park, B. U. (2012). Projection-type estimation for varying coefficient regression models. Bernoulli, 18, 177-205. https://doi.org/10.3150/10-BEJ331
- Li, Q. and Racine, J. S. (2010). Smooth varying-coefficient estimation and inference for qualitative and quantitative data. Econometric Theory, 26, 1607-1637. https://doi.org/10.1017/S0266466609990739
- Madansky, A. (1959). The fitting of straight lines when both variables are subject to error. Journal of the American Statistical Association, 54, 173-205. https://doi.org/10.1080/01621459.1959.10501505
- Mercer, J. (1909). Function of positive and negative type and their connection with theory of integral equations. Philosophical Transactions of Royal Society A, 415-416.
- Shim, J. (2014). Quantile regression with errors in variables. Journal of the Korean Data & Information Science Society, 25, 439-446. https://doi.org/10.7465/jkdi.2014.25.2.439
- Shim, J and Hwang, C. (2015). Varying coefficient modeling via least squares support vector regression. Neurocomputing, 161, 254-259. https://doi.org/10.1016/j.neucom.2015.02.036
- Van Gorp, J., Schoukens, J. and Pintelon, R. (2000). Learning neural networks with noisy inputs using the errors-in-variables approach. IEEE Transactions on Neural Networks, 11, 402-414. https://doi.org/10.1109/72.839010
- Wooldridge, J. M. (2003). Introductory econometrics: A modern approach, South-Western Cengage Learning, Mason.
- Xue, L. and Qu, A. (2012). Variable selection in high-dimensional varying-coefficient models with global optimality. Journal of Machine Learning Research, 13, 1973-1998.
- Zhang, W., Lee, S. Y. and Song, X. (2002). Local polynomial fitting in semivarying coefficient models. Journal of Multivariate Analysis, 82, 166-188. https://doi.org/10.1006/jmva.2001.2012