空间半参数变系数部分线性回归中的分位数估计  

Quantile estimation for spatial semiparametric varying coefcient partially linear regression

作　　者：唐庆国[1] 

机构地区：[1]南京理工大学经济管理学院,南京210094

出　　处：《中国科学：数学》2013年第9期899-912,共14页Scientia Sinica：Mathematica

基　　金：国家自然科学基金(批准号:11071120)资助项目

摘　　要：本文研究了空间数据变系数部分线性回归中的分位数估计.模型中的参数估计量通过未知系数函数的分段多项式逼近得到,而未知系数函数的估计量通过将参数估计量代入模型中并通过局部线性逼近得到.文中推导了未知参数向量估计量的渐近分布,并建立了未知系数函数估计量在内点及边界点的渐近分布.通过Monte Carlo模拟研究了估计量的有限样本性质.This paper considers a varying coefficient partially linear regression with spatial data. The paramet- ric estimators of the model are obtained through piecewise local polynomial approximation of the nonparametric coefficient functions. The local estimators of unknown coefficient functions are obtained by replacing the param- eters in model with their estimators and using local linear approximations. The asymptotic distribution of the estimator of the unknown parameter vector is established. The asymptotic distributions of the estimators of the unknown coefficient functions at both interior and boundary points are also derived. Finite sample properties of our procedures are studied through Monte Carlo simulations.

关 键 词：空间数据 变系数部分线性模型 分位数 渐近分布 

分 类 号：O212.1[理学—概率论与数理统计]