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

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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. I will show the asymptotic distribution of the maximum discrepancy between the estimated functional coefficient and the true functional coefficient. I will compare different approaches for the construction of confidence band and hypothesis test. Finally, I will use the proposed statistical inference methods to analyse the data from China about contraceptive use there, which leads to some interesting findings.

This talk is part of the Statistics series.

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