CAJ | 학술논문

半变系数模型已经获得了广泛的研究和应用,近几年,人们提出许多方法来估计其函数系数和常系数.在PLS方法基础上,本文给出半变系数模型模型在线性随机约束条件下的估计,并证明了常系数和函数系数估计的渐近正态性.
반변계수모형이경획득료엄범적연구화응용,근궤년,인문제출허다방법래고계기함수계수화상계수.재PLS방법기출상,본문급출반변계수모형모형재선성수궤약속조건하적고계,병증명료상계수화함수계수고계적점근정태성.
Semivarying coefficient models have been discussed in many papers and applied widely in many fields. In recent years, many approaches are developed to estimate the unknown parameters and the coefficient functions. Based on the profile least squares method, the constrained profile least squares estimation on semivarying coefficient models under linear stochastic constraints is developed in this paper. Asymptotic normalities of the estimation on parametric component and nonparametric component are investigated.