误差相关的半变系数模型的估计  

Estimation of Semivarying-Coefficient Models with the Correlated Random Errors

作　　者：蒙家富[1] 张日权[2,3] 吕士钦[4] 

机构地区：[1]广西工学院,柳州545006 [2]华东师范大学,上海200241 [3]山西大同大学,大同037009 [4]山西太原理工大学,太原030024

出　　处：《应用概率统计》2010年第5期477-484,共8页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金(10871072);教育部博士点基金(20090076110001);山西省自然科学基金(2007011014);浙江省教育厅科研项目(Y200803009)资助

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.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.

关 键 词：半变系数模型 PLS估计 相关误差 渐近正态性 

分 类 号：O212.7[理学—概率论与数理统计]