误差相关的半变系数模型的估计

Estimation of Semivarying-Coefficient Models with the Correlated Random Errors

  • 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.

     

    Abstract: 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.

     

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