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参数已知下比例函数线性模型的平均估计 被引量:2

Avreaged Estimation of Proportional Functional-Coefficient Linear Models with the Parameters Known
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摘要 讨论参数已知下比例函数系数模型的平均估计,使用局部线性方法得到了初始估计,在此基础上用平均方法定义平均估计,进一步研究了平均估计的渐近正态性. The proportional functional -coefficient linear models with parameters known are discussed in this paper. The averaged estimates of coefficient functions are defined by averaging the sample on the initial value obtained by a local linear technique. Their asymptotic normality is studied.
出处 《佳木斯大学学报(自然科学版)》 CAS 2012年第6期918-919,共2页 Journal of Jiamusi University:Natural Science Edition
关键词 比例函数线性模型 局部线性方法 平均估计 渐近正态性 proportional functional - coefficient linear models local linear method averaged estimate as- ymptotic normality
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参考文献5

  • 1Hastie, T. andTibshirani, R. Varying - coefficient Models [ J ]. Statist. Soc. B,1993,55(4) :757 -796.
  • 2Cai,Z. , Fan, J. Avreage Regression Surface for Dependent [ J ]. Multivaraiate Anal ,2000,75 : 112 - 142.
  • 3Cai, Z. , Fan, J, Yao, Q. Function - coefficient Models for Nonlinear Time Series[ J]. American Statist ,Assoc ,2000.95 (451).
  • 4Fan, J,Zhang, J. Two - step Estimation of Functional Lineat Models with Applications to Longitudinal Data[ J]. R. Statist, 2000, 1362,303 - 322.
  • 5Zhang, R. Q. andLi, G. Y. Avreage Estimation of Function - Coefficient Regression Models with Different Smoothing Variables [ J]. Statistics & Probability,2007,77:455 -461.

同被引文献11

  • 1Hastie, T. andTibshirani, R. Varying - coefficient models [ J ]. Statist. Soc. B, 1993,55 (4) :757 - 796.
  • 2Cai, Z. , Fan, J. Avreage regression surface for dependent [ J ]. Multivaraiate Anal,2000,75:112 - 142.
  • 3Cai,Z. ,Fan ,J,Yac,Q. Function -coefficient models for nonlin- ear time series [ J ]. American Statist, Assoc. 2000.95 (451 ).
  • 4Fan,J, Zhang, J. Two - step estimation of functional line.at models with applications to longitudinal data[ J]. R. Statist, 2000,1t62, 303 - 322.
  • 5Zhang,R. Q. andLi ,G. Y. Avreage estimation of Function - coef- ficient regression models with different smoothing variables[ J ]. Statistics & Probability,2007,77:455 - 461.
  • 6Hastie T,Tibshirani R.Varying-coefficient models [J].Statist.Soc.B,1993,55(4):757-796.
  • 7Cai Z,Fan J.Avreage regression surface for de-pendent [J].Multivaraiate Anal,2000,75:112-142.
  • 8Cai Z,Fan J,Yao Q.Function-coefficient models for nonlinear time series[J].American Statist,As-soc,2000,95:451.
  • 9Fan J,Zhang J.Two-step estimation of functional lineat models with applications to longitudinal data [J].R.Statist,2000,62B:303-322.
  • 10Zhang R Q,Li G Y.Avreage estimation of func-tion-coefficient regression models with different smoothing variables [J].Statistics & Probability,2007,77:455-461.

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