应用数学2008，Vol.21Issue(1)：149-155,7.
半变系数模型约束PLS估计的渐近正态性
The Asymptotic Normality of Constrained Profile Least-Squares Estimation on Semivarying Coefficient Models
摘要
Abstract
Semivarying coefficient models are efficient generalization of the varying-coefficient regression models which have extremely wide applied.In recent years,many approaches are developed to estimate the unknown parameters and the coefficient functions.Based on the ideals of Fan and Huang (2005),the constrained profile least squares estimation on semivarying coefficient models under linear constraints is developed in this paper.Asymptotic normalities of the estimation on parametric component and nonparametric component are investigated.关键词
变系数模型/半变系数模型/约束PLS估计/渐近正态性Key words
Varying coefficient models/Semivarying coefficient models/Constrained profile least squares estimation/Asymptotic normality分类
数理科学引用本文复制引用
吕士钦,卢准炜,张日权..半变系数模型约束PLS估计的渐近正态性[J].应用数学,2008,21(1):149-155,7.基金项目
Supported by the Nature Science Foundation of Shanxi(2006011006) （2006011006）
