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Varying coefficient models
Sekera, Michal ; Maciak, Matúš (advisor) ; Komárek, Arnošt (referee)
The aim of this thesis is to provide an overview of the varying coefficient mod- els - a class of regression models that allow the coefficients to vary as functions of random variables. This concept is described for independent samples, longi- tudinal data, and time series. Estimation methods include polynomial spline, smoothing spline, and local polynomial methods for models of a linear form and local maximum likelihood method for models of a generalized linear form. The statistical properties focus on the consistency and asymptotical distribution of the estimators. The numerical study compares the finite sample performance of the estimators of coefficient functions. 1

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