半变系数模型PLS估计的渐近正态性(英文)  

The Asymptotic Normality of Profile Least-squares Estimation on Semivarying Coefficients Model

作　　者：吕士钦[1] 张日权[1] 卢准炜[1] 

机构地区：[1]太原理工大学理学院,山西太原030024

出　　处：《应用数学》2007年第2期322-327,共6页Mathematica Applicata

基　　金：Supported by the Natural Science Foundation of Shanxi(200611006)

摘　　要：半变系数模型在统计建模中具有重要的应用.最近几年,人们提出了许多方法来估计其常系数和函数系数,但是估计的渐近性质还没有被系统的研究.本文介绍了半变系数模型的PLS估计,在Fan和Huang对常系数渐近性质研究的基础上,给出了函数系数的渐近正态性.In this paper,the profile least squares estimation is introduced. Based on the ideals of Fan and Huang（2005）,in which the asymptotic normality of parametric component in semivarying coeffcients model has been shown, the asymptotic normality of nonparametric component in semivarying coeffcients model is investigated.

关 键 词：半变系数模型 变系数模型 PLS估计 渐近正态性 

分 类 号：O211.7[理学—概率论与数理统计]