Estimation on Generalized Semi-varying Coefficient Models

被引：0
|
作者：
Lv Shi-qin [1 ]
Wei Juan [1 ]
Zhang Gang [2 ]
机构：
[1] Taiyuan Univ Technol, Coll Sci, Taiyuan, Peoples R China
[2] Taiyuan Univ Technol, Coll Informat Engn, Taiyuan, Peoples R China
来源：
2010 INTERNATIONAL COLLOQUIUM ON COMPUTING, COMMUNICATION, CONTROL, AND MANAGEMENT (CCCM2010), VOL II | 2010年
关键词：
Varying coefficient models; Local linear; Local quasi-likelihood; Asymptotic normality; INFERENCES;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The procedures for estimations of the parametric component and the nonparametric component on generalized semi-varying coefficient models are developed as follows: The coefficient functions in the parametric component are estimated via local quasi-likelihood method and average method. After replacing the coefficients in the parametric component by the obtained estimators, quasi likelihood method and backfitting technical are employed to produce the estimators of the function coefficients in nonparametric part. For this procedure, the asymptotic normalities of the estimations on parametric component and nonparametric component are investigated. Two simulated examples show that the procedure is effective.
引用
收藏
页码：195 / 196
页数：2
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