| 具有不同光滑变量的变系数模型 |
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| 引用本文： | 张日权,冯井艳.具有不同光滑变量的变系数模型[J].应用数学学报,2007,30(3):444-451. |
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| 作者姓名： | 张日权 冯井艳 |
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| 作者单位： | 1. 大同大学数学与计算机科学学院,大同,037009;华东师范大学统计系,上海,200062
2. 大同大学数学与计算机科学学院,大同,037009 |
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| 摘 要： | 本文探讨具有不同光滑变量的变系数模型的建模、估计和估计的渐近性．首先,从实际出发建立模型;然后,使用局部线性方法给出模型中未知函数的初始估计,再使用平均方法,给出它们的平均估计;进—步,给出这些平均估计的渐近正态性．两个模拟例子说明这一估计方法是有效的．
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| 关 键 词： | 变系数模型 不同光滑变量 局部线性方法 平均方法 渐进正态性 |
| 修稿时间： | 2005-06-312005-08-18 |
Varying-coefficient Regression Models with Different Smoothing Variables |
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| ZHANG RIQUAN,FENG JINGYAN.Varying-coefficient Regression Models with Different Smoothing Variables[J].Acta Mathematicae Applicatae Sinica,2007,30(3):444-451. |
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| Authors: | ZHANG RIQUAN FENG JINGYAN |
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| Institution: | Department of Mathematics, Datong University, Datong 037000;Department of Statistics, East China Normal University, Shanghai 200062 |
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| Abstract: | In the paper,the varying-coefficient regression models with different smoothing variables in different coefficient functions are discussed.The averaged estimates of the coefficient functions are given by averaging the sample on the initial value obtained by local linear technique.Their asymptotical normalities are studied.Two simulated examples show that the procedure is effective. |
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| Keywords: | asymptotic normality different smoothing variables varying-coefficient regression models averaged estimate local linear method |
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