| 半变系数模型约束PLS估计的渐近正态性 |
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| 引用本文： | 吕士钦,卢准炜,张日权.半变系数模型约束PLS估计的渐近正态性[J].应用数学,2008,21(1):149-155. |
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| 作者姓名： | 吕士钦 卢准炜 张日权 |
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| 作者单位： | 1. 太原理工大学理学院,山西,太原,030024
2. 太原理工大学理学院,山西,太原,030024;山西大同大学数学系,山西,大同,037009 |
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| 摘 要： | 变系数模型已获得了广泛的应用,半变系数模型是变系数模型的有效推广,本文给出半变系数模型在线性约束条件下的PLS估计,并证明了常系数和函数系数估计的渐近正态性.
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| 关 键 词： | 变系数模型 半变系数模型 约束PLS估计 渐近正态性 Varying coefficient models Semivarying coefficient models Constrained profile least squares estimation Asymptotic normality 变系数模型 约束 系数估计 渐近正态性 Models Coefficient Estimation Profile Constrained Asymptotic least squares estimation nonparametric component constrained profile linear constraints paper Based ideals Huang |
| 文章编号： | 1001-9847(2008)01-0149-07 |
| 修稿时间： | 2007年5月17日 |
The Asymptotic Normality of Constrained Profile Least-Squares Estimation on Semivarying Coefficient Models |
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| Lü Shi-qin,LU Zhun-wei,ZHANG Ri-quan.The Asymptotic Normality of Constrained Profile Least-Squares Estimation on Semivarying Coefficient Models[J].Mathematica Applicata,2008,21(1):149-155. |
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| Authors: | Lü Shi-qin LU Zhun-wei ZHANG Ri-quan |
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| Abstract: | Semivarying coefficient models are efficient generalization of the varying-coefficient regression models which have extremely wide applied.In recent years,many approaches are developed to estimate the unknown parameters and the coefficient functions.Based on the ideals of Fan and Huang(2005),the constrained profile least squares estimation on semivarying coefficient models under linear constraints is developed in this paper.Asymptotic normalities of the estimation on parametric component and nonparametric component are investigated. |
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| Keywords: | Varying coefficient models Semivarying coefficient models Constrained profile least squares estimation Asymptotic normality |
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