摘要
作为部分线性模型与变系数模型的推广,部分线性变系数模型是一类在建模中应用非常广泛的模型.本文基于Profile最小二乘方法给出了模型中误差方差的估计并证明了该估计的渐近正态性.最后通过数值模拟验证了我们所提估计方法的有效性.
Partially linear varying coefficient model is a generalization of partially linear model and varying coefficient model and is frequently used in statistical modelling. In this article, the estimator of error variance az by profile least-squares procedure is proposed and its asymptotic normality is studied. Furthermore, some simulations are conducted to examine the performance of our estimating approach and the results are satisfactory.
出处
《应用数学》
CSCD
北大核心
2008年第2期378-383,共6页
Mathematica Applicata
基金
the National Natural Science Foundation of China(10431010)
the MOE Project of Key Research Institute of Humanities and Social Sciences in Universities (05JJD910001)
Center for Applied Statistics of Renmin University of China
