机构地区: 北京工业大学应用数理学院
出 处: 《北京工业大学学报》 2007年第6期660-664,共5页
摘 要: 为了研究半参数变系数部分线性回归模型中非参数分量的统计推断问题,利用局部线性回归方法,给出了变系数函数的porfile最小二乘估计,证明了该估计的渐近偏差、渐近方差,同时获得了该估计的渐近正态性. In order to study the statistical inference of the nonparametric component in the semiparametric varying-coefficient partially linear models, a profile least-squares estimator for varying coefficient function is proposed by local linear regression technique. Asymptotic bias and variance are obtained, and asymptotic normality of the estimator is also gained.