半变系数模型的局部多项式估计(英文)

Local Polynomial Estimation on Semivarying Coefficient Models

半变系数模型在统计中具有重要的应用。文章对该模型的常数系数,采用局部多项式估计方法和平均方法,给出了它的估计,对于函数系数通过应用常数系数的估计,采用局部多项式估计方法给出其估计,并给出估计的渐近正态性和证明。

Semivarying coefficient models are frequently used in statistical models. In this paper, the estimators of constant coefficients are proposed by local polynomial method and averaged method, as well as the estimators d varying coefficients by local polynomial method and backfitting technique. Meanwhile, the asymptotic normalities of these estimators are given.