| 变系数模型小波估计的渐近性 |
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| 引用本文： | 卢一强,张日权.变系数模型小波估计的渐近性[J].高校应用数学学报(A辑),2007,22(2):187-193. |
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| 作者姓名： | 卢一强 张日权 |
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| 作者单位： | 1. 解放军信息工程大学,电子技术学院,河南郑州,450004
2. 华东师范大学统计系,上海,200062;山西大同大学,数学与计算机科学学院,山西大同,037009 |
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| 摘 要： | 变系数模型是线性模型的有用推广,它允许回归系数是某个变量的函数,近年来在统计分析中得到广泛的应用.文中研究回归变量都是随机时的变系数模型,提出运用小波的方法估计变系数模型中的函数系数,并在较弱的条件下得到了变系数模型小波估计的渐近正态性.
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| 关 键 词： | 变系数模型 小波 局部最小二乘估计 渐近正态性 |
| 文章编号： | 1000-4424（2007）02-0187-07 |
| 收稿时间： | 2005-03-02 |
| 修稿时间： | 2005-03-02 |
Asymptotics of the wavelet estimation of varying-coefficient model |
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| LU Yi-qiang,ZHANG Ri-quan.Asymptotics of the wavelet estimation of varying-coefficient model[J].Applied Mathematics A Journal of Chinese Universities,2007,22(2):187-193. |
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| Authors: | LU Yi-qiang ZHANG Ri-quan |
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| Institution: | 1. Institute of Electronic Technology, the PLA Information Engineering University, Zhengzhou 450004, China;2. Dept. of Statistics, East China Normal Univ., Shanghai 200062, China; 3. Institute of Math. and Comput. Sci. , Shanxi Datong Univ. ,Datong 037009, China |
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| Abstract: | Varying-coefficient model is a useful extension of the classical linear model.Due to its significant characteristics that the regression coefficients can change over certain covariates,recently it has been widely applied in all kinds of statistic analysis.In this article,a wavelet procedure is proposed to construct the estimators of functional coeffi-cients of varying-coefficient model in which all covariates are random.The asymptotic normalities of the proposed estimators are also established under weaker conditions. |
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| Keywords: | varying-coefficient model wavelet local leastsquares estimation asymptotic normality |
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