应用数学2007,Vol.20Issue(2):322-327,6.
半变系数模型PLS估计的渐近正态性
The Asymptotic Normality of Profile Least-squares Estimation on Semivarying Coefficients Model
摘要
Abstract
In this paper,the profile least squares estimation is introduced. Based on the ideals of Fan and Huang(2005),in which the asymptotic normality of parametric component in semivarying coeffcients model has been shown, the asymptotic normality of nonparametric component in semivarying coeffcients model is investigated.关键词
半变系数模型/变系数模型/PLS估计/渐近正态性Key words
Semivarying coefficients model/Varying coefficients model/Profile leastsquares estimation/Asymptotic normality分类
数理科学引用本文复制引用
吕士钦,张日权,卢准炜..半变系数模型PLS估计的渐近正态性[J].应用数学,2007,20(2):322-327,6.基金项目
Supported by the Natural Science Foundation of Shanxi(200611006) (200611006)