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The Latest Progress in Varying-coefficient Models 被引量:2

The Latest Progress in Varying-coefficient Models
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摘要 Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.
出处 《Chinese Quarterly Journal of Mathematics》 CSCD 2009年第4期475-484,共10页 数学季刊(英文版)
基金 Foundation item: Supported by the National Natural Science Foundation of China(10501053) Acknowledgement I would like to thank Henan Society of Applied Statistics for which give me a chance to declare my opinion about the varying-coefficient model.
关键词 varying-coefficient model B-spline estimation local estimation generalized likelihood ratio test sieve empirical likelihood 线性模型 变系数 生物医学 流行病学 模型系数 假设检验 经济学 估计
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