Meng Jiafu, Zhang Riquan, Lv Shiqin. Estimation of Semivarying-Coefficient Models with the Correlated Random Errors[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(5): 477-484.
Citation: Meng Jiafu, Zhang Riquan, Lv Shiqin. Estimation of Semivarying-Coefficient Models with the Correlated Random Errors[J]. Chinese Journal of Applied Probability and Statistics, 2010, 26(5): 477-484.

Estimation of Semivarying-Coefficient Models with the Correlated Random Errors

  • 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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