Two Step Estimationon Generalized Semi-varying Coefficient Models

摘要：

The generalized semi-varying coefficient models are studied in this paper. Local quasi-likeiihood method and average method are employed to produce the estimators of the constant coefficients in the parametric component, After replacing the coefficients in the parametric component by the obtained estimators, the function coefficients in nonparametric part are estimated via quasi-likelihood method and backfitting technical. The asymptotic normalities of the estimations on parametric component and nonparametric component are investigated. Two simulated examples show that this estimation method is effective.

关键词： varying coefficient models local linear local quasi-likelihood asymptotic normality

作者: Yang Jin Lv Shi-qin Wei Juan

作者单位: College of Science Taiyuan University of Technology Taiyuan, China

会议类型: 国际会议

会议名称: The 2010 International Conference on Computer Application and System Modeling(2010计算机应用与系统建模国际会议 ICCASM 2010)

会议地点: 太原

会议语种:英文

页码: 654-657

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）