统计与决策2019，Vol.35Issue(8)：9-12,4.DOI:10.13546/j.cnki.tjyjc.2019.08.002
相关性数据下变系数模型的非参数估计
Nonparametric Estimation for Variable Coefficient Model With Correlated Data
摘要
Abstract
This paper studies the nonparametric estimation of variable coefficient models with correlation data. By using polynomial spline regression method to approximate the unknown function coefficients, the paper constructs a penalty correction quadratic inference function about the coefficient of basis function, and gets an estimate of the coefficient of basis function to establish the asymptotic property of the estimator. As a result, the estimated numerical solution is obtained by using secant method. Results show that the proposed estimation method has good practical application value.关键词
相关性数据/变系数模型/割线法Key words
correlation data/varying-coefficient models/secant method分类
数理科学引用本文复制引用
赵明涛,许晓丽..相关性数据下变系数模型的非参数估计[J].统计与决策,2019,35(8):9-12,4.基金项目
国家社会科学基金青年项目(15CTJ008) （15CTJ008）
