一类新的变系数模型的积分估计

Integration Estimation of a New Type of Varying-Coefficient Models

该文从实际出发给出了一类实用范围较广的变系数模型,它们的系数函数的自变量(也称光滑变量)不完全一致.首先,使用局部线性方法给出模型的系数函数的初始估计;然后使用积分方法,给出它们的积分估计;进一步,研究这些积分估计的渐近正态性.模拟结果说明该估计方法的有效性.

This article puts forward a new type of varying-coefficient model,the independent variables(also called smoothing variables) of which are not exactly the same.First,with the local linear method,the coefficient functions of the model are estimated,and then,with the integration method,their integrations are estimated.Further,the asymptotic normality of these integration estimations is studied,and the simulation result shows that this estimation method is effective.