Abstract

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.