摘要
讨论了半变系数模型的变窗宽一步局部M-估计.用一步局部M-估计给出了未知函数的估计,用平均法给出了未知参数的估计,并在其中嵌入一个变窗宽加以提高,得到了未知函数和未知参数的渐近正态性.
In this paper, the variable bandwidth and one-step local M-estimates are employed to estimate the unknown function and the unknown parameter in the Semi-varying Coefficient Models. The estimators of the nonparametric componet are given by one-step local M-estimation, and the estimators of the parametric component are obtained by one- step local M-estimation and average method to improve the one-step local M-estimation. estimators are established. Moreover, the variable bandwidth is inserted At last, the asymptotical normality of these
出处
《数学的实践与认识》
CSCD
北大核心
2011年第21期194-199,共6页
Mathematics in Practice and Theory
基金
秦皇岛市科学技术研究与发展计划(201101B025)
关键词
半变系数模型
变窗宽
局部M-估计
一步局部M-估计
渐近正态性
semi-varying coefficient models
local m-estimate
one-step local m-estimation variable bandwidth
asymptotical normality
