On two-step estimation for varying coefficient models

被引：0
|
作者：
Lee, Young Kyung [1 ]
机构：
[1] Kangwon Natl Univ, Kangwon Do, South Korea
来源：
JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2013年 / 42卷 / 04期
基金：
新加坡国家研究基金会;
关键词：
Varying coefficient models; Kernel smoothing; Bandwidth selectors; Local polynomial regression;
D O I：
10.1016/j.jkss.2013.08.001
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this note we discuss two-step kernel estimation of varying coefficient regression models that have a common smoothing variable. The method allows one to use different bandwidths for different coefficient functions. We consider local polynomial fitting and present explicit formulas for the asymptotic biases and variances of the estimators. (C) 2013 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码：565 / 571
页数：7
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