Semivarying coefficient models are frequently used in statistical models.In this paper,under the condition that the coefficient functions possess different degrees of smoothness,a two-stepmethod is proposed.In the cas...Semivarying coefficient models are frequently used in statistical models.In this paper,under the condition that the coefficient functions possess different degrees of smoothness,a two-stepmethod is proposed.In the case,one-step method for the smoother coefficient functions cannot beoptimal.This drawback can be repaired by using the two-step estimation procedure.The asymptoticmean-squared error for the two-step procedure is obtained and is shown to achieve the optimal rate ofconvergence.A few simulation studies are conducted to evaluate the proposed estimation methods.展开更多
基金supported in part by the National Natural Science Foundation of China under Grant No. 10871072Shanxi's Natural Science Foundation of China under Grant No. 2007011014
文摘Semivarying coefficient models are frequently used in statistical models.In this paper,under the condition that the coefficient functions possess different degrees of smoothness,a two-stepmethod is proposed.In the case,one-step method for the smoother coefficient functions cannot beoptimal.This drawback can be repaired by using the two-step estimation procedure.The asymptoticmean-squared error for the two-step procedure is obtained and is shown to achieve the optimal rate ofconvergence.A few simulation studies are conducted to evaluate the proposed estimation methods.
