应用数学
應用數學
응용수학
MATHEMATICA APPLICATA
2008年
1期
149-155
,共7页
变系数模型%半变系数模型%约束PLS估计%渐近正态性
變繫數模型%半變繫數模型%約束PLS估計%漸近正態性
변계수모형%반변계수모형%약속PLS고계%점근정태성
Varying coefficient models%Semivarying coefficient models%Constrained profile least squares estimation%Asymptotic normality
变系数模型已获得了广泛的应用,半变系数模型是变系数模型的有效推广,本文给出半变系数模型在线性约束条件下的PLS估计,并证明了常系数和函数系数估计的渐近正态性.
變繫數模型已穫得瞭廣汎的應用,半變繫數模型是變繫數模型的有效推廣,本文給齣半變繫數模型在線性約束條件下的PLS估計,併證明瞭常繫數和函數繫數估計的漸近正態性.
변계수모형이획득료엄범적응용,반변계수모형시변계수모형적유효추엄,본문급출반변계수모형재선성약속조건하적PLS고계,병증명료상계수화함수계수고계적점근정태성.
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.
