Averaged estimation of functional-coefficient regression models with different smoothing variables

doi:10.1016/j.spl.2006.08.023

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	Averaged estimation of functional-coefficient regression models with different smoothing variables
	Zhang, Riquan ; Li, Guoying
	2007-02-15
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	77 期号:4 页码:455-461
摘要	The functional-coefficient regression models with different smoothing variables in different coefficient functions are discussed in this paper. The averaged estimates of coefficient functions are defined by averaging the sample on the initial value obtained by a local linear technique. Their asymptotic normality is studied. The efficiency of the proposed method is shown by a simulated example. (c) 2006 Elsevier B.V. All rights reserved.
关键词	asymptotic normality different smoothing variables functional-coefficient regression models averaged estimate local linear method
DOI	10.1016/j.spl.2006.08.023
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000243795800014
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3996
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, Riquan
作者单位	1.E China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China 2.Shanxi Datong Univ, Dept Math, Datong 037009, Shanxi, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Riquan,Li, Guoying. Averaged estimation of functional-coefficient regression models with different smoothing variables[J]. STATISTICS & PROBABILITY LETTERS,2007,77(4):455-461.
APA	Zhang, Riquan,&Li, Guoying.(2007).Averaged estimation of functional-coefficient regression models with different smoothing variables.STATISTICS & PROBABILITY LETTERS,77(4),455-461.
MLA	Zhang, Riquan,et al."Averaged estimation of functional-coefficient regression models with different smoothing variables".STATISTICS & PROBABILITY LETTERS 77.4(2007):455-461.