误差相关下半变系数模型的随机约束估计  

The Random Constrained Estimation of Semi-varying Coefficient Models with Co-relational Errors

作　　者：郑刘锁[1] 刘雅荣[1] 

机构地区：[1]太原理工大学理学院,山西太原030024

出　　处：《太原理工大学学报》2008年第5期539-542,共4页Journal of Taiyuan University of Technology

摘　　要：讨论误差相关下半变系数模型的随机约束估计。先用局部线性方法给出未知系数函数的估计,再由最小二乘法估计出未知参量,并讨论了估计的渐近正态性。The random constrained estimation of semi-varying coefficient models with co-relational errors are discussed in this paper. The estimate of the unknown coefficient functions is proposed by local linear method, and the estimate of the unknown parameters is given by least-square technique, and asymptotic normality of the estimation is investigated.

关 键 词：半变系数模型 局部线性方法 随机约束估计 渐近正态性 

分 类 号：O212.7[理学—概率论与数理统计]