半变系数模型的变窗宽和一步局部M-估计  

Variable Bandwidth and One-step Local M-estimates of Semi-varying Coefficient Models

作　　者：刘燕[1] 宋向东[1] 姚丽丽[1] 张云霞[1,2] 赵梦琳[1] 

机构地区：[1]燕山大学理学院,河北秦皇岛066004 [2]河北科技师范学院欧美学院,河北秦皇岛066004

出　　处：《数学的实践与认识》2011年第21期194-199,共6页Mathematics in Practice and Theory

基　　金：秦皇岛市科学技术研究与发展计划(201101B025)

摘　　要：讨论了半变系数模型的变窗宽一步局部M-估计.用一步局部M-估计给出了未知函数的估计,用平均法给出了未知参数的估计,并在其中嵌入一个变窗宽加以提高,得到了未知函数和未知参数的渐近正态性.In this paper, the variable bandwidth and one-step local M-estimates are employed to estimate the unknown function and the unknown parameter in the Semi-varying Coefficient Models. The estimators of the nonparametric componet are given by one-step local M-estimation, and the estimators of the parametric component are obtained by one- step local M-estimation and average method to improve the one-step local M-estimation. estimators are established. Moreover, the variable bandwidth is inserted At last, the asymptotical normality of these

关 键 词：半变系数模型 变窗宽 局部M-估计 一步局部M-估计 渐近正态性 

分 类 号：O212.1[理学—概率论与数理统计]