应用数学2008，Vol.21Issue(2)：378-383,6.
部分线性变系数模型中误差方差的估计
Error Variance Estimation in Partially Linear Varying Coefficient Models
摘要
Abstract
Partially linear varying coefficient model is a generalization of partially linear model and varying coefficient model and is frequently used in statistical modelling.In this article,the estimator of error variance σ2 by profile least-squares procedure is proposed and its asymptotic normality is studied.Furthermore,some simulations are conducted to examine the performance of our estimating approach and the results are satisfactory.关键词
渐近正态性/误差方差/部分线性变系数模型/Profile最小二乘估计Key words
Asymptotic normality/Error variance/Partially linear varying coefficient models/Profile least-squares estimation分类
数理科学引用本文复制引用
魏传华,吴喜之..部分线性变系数模型中误差方差的估计[J].应用数学,2008,21(2):378-383,6.基金项目
Supported by the National Natural Science Foundation of China(10431010),the MOE Project of Key Research Institute of Humanities and Social Sciences in Universities (05JJD910001) and Center for Applied Statistics of Renmin University of China （10431010）
