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| 误差相关的半变系数模型的估计 | |
| 引用本文： | 蒙家富,张日权,吕士钦.误差相关的半变系数模型的估计[J].应用概率统计,2010,26(5):477-484. |
| 作者姓名： | 蒙家富 张日权 吕士钦 |
| 作者单位： | 1. 广西工学院,柳州,545006 2. 华东师范大学,上海,200241;山西大同大学,大同,037009 3. 山西太原理工大学,太原,030024 |
| 基金项目： | 本课题得到国家自然科学基金，教育部博士点基金，山西省自然科学基金，浙江省教育厅科研项目 |
| 摘 要： | 本文在误差相关的情况下,
研究半变系数模型的估计, 通过改进PLS估计,
给出了函数系数和常数系数的估计, 证明了估计的渐近正态性; 最后,
模拟研究说明了所提方法的有效性. |
| 关 键 词： | 半变系数模型 PLS估计 相关误差 渐近正态性 |
Estimation of Semivarying-Coefficient Models with the Correlated Random Errors |
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| MENG JIAFU,ZHANG RIQUAN,LV SHIQIN.Estimation of Semivarying-Coefficient Models with the Correlated Random Errors[J].Chinese Journal of Applied Probability and Statisties,2010,26(5):477-484. | |
| Authors: | MENG JIAFU ZHANG RIQUAN LV SHIQIN |
| Institution: | Guangxi Institute of Technology,East China Normal University,Taiyuan University of Technology |
| Abstract: | The estimation of semivarying coefficient models are studied in this paper. The estimators of the function coefficient and the constant coefficient are given by modifying the profile least squares. Furthermore, the asymptotical normalities of these estimations are investigated. A simulation study is carried out to compare the proposed methods. |
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