| 半变系数模型的变窗宽和一步局部M-估计 |
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| 引用本文： | 刘燕,宋向东,姚丽丽,张云霞,赵梦琳.半变系数模型的变窗宽和一步局部M-估计[J].数学的实践与认识,2011,41(21). |
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| 作者姓名： | 刘燕 宋向东 姚丽丽 张云霞 赵梦琳 |
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| 作者单位： | 1. 燕山大学理学院,河北秦皇岛,066004
2. 燕山大学理学院,河北秦皇岛066004;河北科技师范学院欧美学院,河北秦皇岛066004 |
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| 基金项目： | 秦皇岛市科学技术研究与发展计划(201101B025) |
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| 摘 要： | 讨论了半变系数模型的变窗宽一步局部M-估计.用一步局部M-估计给出了未知函数的估计,用平均法给出了未知参数的估计,并在其中嵌入一个变窗宽加以提高,得到了未知函数和未知参数的渐近正态性.
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| 关 键 词： | 半变系数模型 变窗宽 局部M-估计 一步局部M-估计 渐近正态性 |
Variable Bandwidth and One-step Local M-estimates of Semi-varying Coefficient Models |
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| LIU Yan,SONG Xiang-dong,YAO Li-li,ZHANG Yun-xia,ZHAO Meng-lin.Variable Bandwidth and One-step Local M-estimates of Semi-varying Coefficient Models[J].Mathematics in Practice and Theory,2011,41(21). |
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| Authors: | LIU Yan SONG Xiang-dong YAO Li-li ZHANG Yun-xia ZHAO Meng-lin |
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| Institution: | LIU Yan~1,SONG Xiang-dong~1,YAO Li-li~1,ZHANG Yun-xia~(1,2),ZHAO Meng-lin~1 (1.College of Science,Yanshan University,Qinhuangdao 066004,China) (2.E & A College of Hebei Normal University of Science & Technology,China) |
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| Abstract: | In this paper,the variable bandwidth and one-step local M-estimates are employed to estimate the unknown function and the unknown parameter in the Semi-varying Coefficient Models.The estimators of the nonparametric componet are given by one-step local M-estimation,and the estimators of the parametric component are obtained by one-step local M-estimation and average method.Moreover,the variable bandwidth is inserted to improve the one-step local M-estimation.At last,the asymptotical normality of these estima... |
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| Keywords: | semi-varying coefficient models local m-estimate one-step local m-estimation variable bandwidth asymptotical normality |
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