比例可加模型的参数估计  

Estimation of the Parameter Vector of the Proportional Additive Models

作　　者：赵金凤[1,2] 张日权[1,3] 

机构地区：[1]山西大同大学数学与计算机科学学院,山西大同037009 [2]太原理工大学理学院,山西太原030024 [3]华东师范大学金融与统计学院,上海200241

出　　处：《太原理工大学学报》2009年第4期449-452,共4页Journal of Taiyuan University of Technology

摘　　要：讨论了比例可加模型的参数估计。使用局部线性方法和平均方法定义了参数给定情况下未知函数的平均估计,然后使用回切方法和最小二乘法给出了未知参数向量的估计,并研究了参数估计的渐近正态性。The parameter estimation of the proportional additive models was discussed in this paper. Firstly,the local linear method and average technique were employed to obtain the averaged estimator of the unknown function when the parameter vector was given. Secondly, the backfitting technique and least square method were used to give the estimator of the unknown parameter vector. The asymptotic normality of the parameter estimator was also studied.

关 键 词：比例可加模型 局部线性方法 平均方法 回切方法 渐近正态性 

分 类 号：O212.7[理学—概率论与数理统计]