| 部分线性变系数模型中估计的渐进正态性 |
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| 引用本文： | 魏传华,吴喜之. 部分线性变系数模型中估计的渐进正态性[J]. 数学研究及应用, 2008, 28(4): 877-885 |
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| 作者姓名： | 魏传华 吴喜之 |
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| 作者单位： | 中央民族大学理学院统计学系, 北京 100081;中国人民大学统计学院, 北京 100872 |
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| 基金项目： | 国家自然科学基金(No.10431010). |
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| 摘 要： | 作为部分线性模型与变系数模型的推广,部分线性变系数模型是一类应用非常广泛的模型,本文基于Profile最小二乘方法给出了模型中参数分量与非参数分量的估计,并在异方差情形下证明了这些估计的渐进正态性.
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| 关 键 词： | 部分线性变系数模型 渐进正态性 局部线性光滑 Profile 最小二乘 异方差. |
| 收稿时间： | 2006-10-12 |
| 修稿时间： | 2007-07-13 |
Asymptotic Normality of Estimators in Partially Linear Varying Coefficient Models |
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| WEI Chuan Hua and WU Xi Zhi. Asymptotic Normality of Estimators in Partially Linear Varying Coefficient Models[J]. Journal of Mathematical Research with Applications, 2008, 28(4): 877-885 |
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| Authors: | WEI Chuan Hua and WU Xi Zhi |
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| Affiliation: | Department of Statistics, School of Science, Central University for Nationalities, Beijing 100081, China;School of Statistics, Renmin University of China, Beijing 100872, China |
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| Abstract: | Partially linear varying coefficient model is a generalization of partially linear model and varying coefficient model and is frequently used in statistical modeling. In this paper, we construct estimators of the parametric and nonparametric components by Profile least-squares procedure which is based on local linear smoothing. The resulting estimators are shown to be asymptotically normal with heteroscedastic error. |
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| Keywords: | asymptotic normality Heteroscedasticity profile least-squares approach partially linear varying coefficient model local linear smoothing. |
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