Functional-coefficient partially linear regression models with different smoothing variables

摘要：

The functional-coefficient partially linear regression model with different smoothing variables is discussed in this paper. The local linear technique and averaged method are employed to give initial estimate of the constant part function and the coefficient functions.A one-step back-fitting technique is used to obtain the improved estimators of the constant part function and the coefficient functions. Their asymptotic normalities are studied. The efficiency of the proposed methods is shown by a simulated example.

关键词： functional-coefficient partially linear model different smoothing variables back-fitting technique local linear technique averaged method

作者: Riquan Zhang Zhensheng Huang Zhiqiang Zhang

作者单位: Department of Statistics,East China Normal University,Shanghai 200062,P.R.China;Department of Mathem Department of Statistics,East China Normal University,Shanghai 200062,P.R.China Department of Mathematics,Shanxi Datong Unversity,Datong Shanxi,037009,P.R.China

会议类型: 国际会议

会议名称: International Symposium on Financial Engineering and Risk Management(2008年金融工程与风险管理)

会议地点: 上海

会议语种:英文

页码: 229-233

在线出版日期: 2008-06-01（万方平台首次上网日期，不代表论文的发表时间）